+174.6%
ZTS vs IYR
+131.7%
+42.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | -2.0% | -1.2% | -0.7% | -1.1% |
| 30D | +1.9% | -2.9% | +4.8% | +3.8% |
| 3M | -4.0% | +0.8% | -4.8% | -4.6% |
| 6M | -39.1% | +1.9% | -41.0% | -39.8% |
| YTD | -38.8% | +9.6% | -48.4% | -42.5% |
| 1Y | -49.6% | +8.1% | -57.6% | -52.1% |
| 3Y | -59.0% | +29.2% | -88.2% | -65.6% |
| 5Y | -61.8% | +4.3% | -66.0% | -63.3% |
| 10Y | +61.4% | +64.7% | -3.3% | +14.9% |
| All | +174.6% | +131.7% | +42.9% | +60.3% |
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