+54,187.0%
IDXX vs ZBRA
+8,909.5%
+45,277.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | -5.7% | -3.4% | -2.3% | -5.0% |
| 30D | -11.5% | -7.4% | -4.1% | -10.0% |
| 3M | -9.5% | +57.5% | -67.0% | -19.5% |
| 6M | -16.0% | +64.0% | -79.9% | -26.2% |
| YTD | -25.4% | +44.3% | -69.7% | -32.9% |
| 1Y | -21.8% | +10.9% | -32.6% | -25.4% |
| 3Y | +7.0% | +37.5% | -30.5% | -4.8% |
| 5Y | -26.0% | -39.7% | +13.7% | -22.2% |
| 10Y | +358.9% | +429.9% | -71.0% | +199.3% |
| All | +54,187.0% | +8,909.5% | +45,277.5% | +19,029.7% |
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