+1,428.5%
IBKR vs ZBH
+19.9%
+1,408.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.7% |
| 7D | -1.3% | -4.7% | +3.3% | +0.5% |
| 30D | -0.2% | -4.5% | +4.3% | +1.5% |
| 3M | +3.0% | +7.6% | -4.6% | -1.0% |
| 6M | +33.9% | +0.3% | +33.6% | +31.7% |
| YTD | +42.5% | +4.5% | +38.0% | +37.5% |
| 1Y | +44.9% | -9.4% | +54.3% | +46.6% |
| 3Y | +293.0% | -21.5% | +314.5% | +310.1% |
| 5Y | +497.7% | -28.4% | +526.1% | +536.9% |
| 10Y | +1,004.4% | -16.5% | +1,020.9% | +922.9% |
| All | +1,428.5% | +19.9% | +1,408.7% | +820.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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