+1,054.0%
IJH vs ZBRA
+1,559.6%
-505.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.2% |
| 7D | -1.9% | -3.4% | +1.6% | -0.7% |
| 30D | -4.6% | -7.4% | +2.8% | -2.3% |
| 3M | -1.2% | +57.5% | -58.7% | -16.5% |
| 6M | +9.4% | +64.0% | -54.6% | -9.6% |
| YTD | +13.3% | +44.3% | -31.0% | -3.0% |
| 1Y | +13.4% | +10.9% | +2.5% | +5.4% |
| 3Y | +50.4% | +37.5% | +12.9% | +25.8% |
| 5Y | +49.0% | -39.7% | +88.6% | +58.2% |
| 10Y | +182.6% | +429.9% | -247.3% | +37.0% |
| All | +1,054.0% | +1,559.6% | -505.7% | +217.9% |
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 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