+212.3%
IEFA vs ZBRA
+845.0%
-632.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -0.5% | -1.8% | +1.3% | -0.1% |
| 30D | -1.1% | -8.8% | +7.7% | +0.8% |
| 3M | +5.1% | +47.2% | -42.2% | -4.6% |
| 6M | +9.3% | +61.3% | -52.0% | -3.2% |
| YTD | +13.0% | +42.0% | -29.1% | +2.4% |
| 1Y | +19.2% | +10.5% | +8.7% | +13.8% |
| 3Y | +67.0% | +34.5% | +32.5% | +47.7% |
| 5Y | +51.1% | -40.3% | +91.4% | +56.1% |
| 10Y | +146.5% | +421.5% | -275.0% | +59.3% |
| All | +212.3% | +845.0% | -632.7% | +62.6% |
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