+2,350.3%
IBM vs ZBRA
+8,231.4%
-5,881.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +9.2% | -14.0% | +23.2% | +12.2% |
| 3M | +4.9% | -14.7% | +19.6% | +7.9% |
| 6M | +16.8% | +31.3% | -14.5% | +10.1% |
| YTD | -14.3% | +33.4% | -47.7% | -19.7% |
| 1Y | -16.7% | +34.1% | -50.8% | -22.0% |
| 3Y | +82.2% | +59.9% | +22.3% | +60.8% |
| 5Y | +149.9% | -45.3% | +195.2% | +161.2% |
| 10Y | +142.6% | +384.4% | -241.9% | +64.4% |
| All | +2,350.3% | +8,231.4% | -5,881.1% | +1,004.3% |
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