+868.5%
IAU vs ZBRA
+576.7%
+291.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.9% |
| 7D | +0.2% | -1.8% | +2.0% | +0.2% |
| 30D | +0.2% | -8.8% | +9.0% | +0.3% |
| 3M | +3.3% | +47.2% | -44.0% | +3.0% |
| 6M | -14.6% | +61.3% | -75.9% | -14.9% |
| YTD | +1.9% | +42.0% | -40.1% | +1.5% |
| 1Y | +20.9% | +10.5% | +10.4% | +20.6% |
| 3Y | +127.5% | +34.5% | +93.0% | +126.5% |
| 5Y | +141.9% | -40.3% | +182.2% | +140.9% |
| 10Y | +222.8% | +421.5% | -198.8% | +220.2% |
| All | +868.5% | +576.7% | +291.8% | +816.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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