+134.5%
IBM vs ZBRA
+425.5%
-291.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | -0.3% | -3.8% | +3.5% | +0.6% |
| 30D | -1.8% | -10.2% | +8.3% | +0.5% |
| 3M | -13.5% | +58.7% | -72.1% | -22.6% |
| 6M | -5.1% | +61.9% | -67.0% | -15.9% |
| YTD | -19.4% | +41.7% | -61.1% | -26.4% |
| 1Y | -6.5% | +12.4% | -18.9% | -10.8% |
| 3Y | +73.8% | +34.2% | +39.6% | +54.2% |
| 5Y | +116.3% | -40.8% | +157.1% | +127.7% |
| All | +134.5% | +425.5% | -291.0% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling