+1,124.6%
IJR vs ZBRA
+1,529.5%
-405.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -2.3% | -3.8% | +1.5% | -1.0% |
| 30D | -4.7% | -10.2% | +5.5% | -1.2% |
| 3M | +2.1% | +58.7% | -56.5% | -14.7% |
| 6M | +13.9% | +61.9% | -48.0% | -6.4% |
| YTD | +18.2% | +41.7% | -23.4% | +1.1% |
| 1Y | +21.8% | +12.4% | +9.5% | +12.4% |
| 3Y | +52.2% | +34.2% | +18.0% | +27.7% |
| 5Y | +40.1% | -40.8% | +80.9% | +50.3% |
| 10Y | +169.7% | +420.3% | -250.6% | +27.7% |
| All | +1,124.6% | +1,529.5% | -405.0% | +226.3% |
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