+55.4%
IOT vs ZBRA
-40.6%
+96.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.2% |
| 7D | -4.5% | -3.4% | -1.1% | -2.7% |
| 30D | -2.4% | -7.4% | +5.0% | +1.9% |
| 3M | +19.0% | +57.5% | -38.5% | -10.8% |
| 6M | +19.6% | +64.0% | -44.3% | -14.6% |
| YTD | +8.3% | +44.3% | -36.0% | -17.9% |
| 1Y | -0.8% | +10.9% | -11.7% | -11.1% |
| 3Y | +24.4% | +37.5% | -13.1% | -11.5% |
| All | +55.4% | -40.6% | +96.0% | +157.6% |
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