+71.6%
IBM vs ZBRA
+36.8%
+34.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.6% |
| 7D | +0.3% | +2.6% | -2.3% | -0.2% |
| 30D | -1.5% | -6.4% | +4.9% | -0.2% |
| 3M | -16.8% | +51.3% | -68.0% | -23.9% |
| 6M | -9.0% | +60.5% | -69.5% | -17.9% |
| YTD | -20.1% | +45.2% | -65.2% | -26.4% |
| 1Y | -7.0% | +12.3% | -19.4% | -11.3% |
| All | +71.6% | +36.8% | +34.8% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling