+202.6%
ZTS vs IYR
+133.4%
+69.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +1.0% | -0.1% | +1.1% | +1.1% |
| 30D | +12.4% | +5.7% | +6.7% | +8.6% |
| 3M | +13.6% | -0.6% | +14.2% | +14.3% |
| 6M | +9.3% | +0.5% | +8.8% | +9.1% |
| YTD | -32.6% | +10.4% | -43.0% | -36.8% |
| 1Y | -30.0% | +9.2% | -39.2% | -33.8% |
| 3Y | -48.7% | +40.5% | -89.3% | -59.2% |
| 5Y | -59.3% | +5.9% | -65.2% | -61.2% |
| 10Y | +79.8% | +86.5% | -6.7% | +20.6% |
| All | +202.6% | +133.4% | +69.2% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling