-19.1%
IP vs ZBRA
+18.2%
-37.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -5.3% | +1.8% | -7.0% | -5.7% |
| 30D | -10.9% | -1.7% | -9.2% | -10.4% |
| 3M | +11.2% | +47.8% | -36.6% | -3.8% |
| 6M | -10.2% | +56.7% | -67.0% | -24.5% |
| YTD | -2.0% | +49.4% | -51.4% | -16.7% |
| 1Y | -19.1% | +16.5% | -35.6% | -27.1% |
| All | -19.1% | +18.2% | -37.3% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling