+39.8%
IJR vs ZBRA
-40.4%
+80.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | -2.2% | -3.4% | +1.2% | -1.1% |
| 30D | -4.6% | -7.4% | +2.8% | -2.3% |
| 3M | +0.2% | +57.5% | -57.3% | -15.1% |
| 6M | +14.7% | +64.0% | -49.3% | -5.1% |
| YTD | +18.9% | +44.3% | -25.4% | +2.0% |
| 1Y | +19.9% | +10.9% | +9.1% | +12.5% |
| 3Y | +53.0% | +37.5% | +15.5% | +28.3% |
| All | +39.8% | -40.4% | +80.2% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling