+22.6%
IP vs ZBRA
+427.9%
-405.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | -5.3% | +1.8% | -7.0% | -5.8% |
| 30D | -10.9% | -1.7% | -9.2% | -10.4% |
| 3M | +11.2% | +47.8% | -36.6% | -4.2% |
| 6M | -10.2% | +56.7% | -67.0% | -24.7% |
| YTD | -2.0% | +49.4% | -51.4% | -16.8% |
| 1Y | -19.1% | +16.5% | -35.6% | -25.5% |
| 3Y | +20.9% | +31.5% | -10.6% | +2.6% |
| 5Y | -17.8% | -38.6% | +20.8% | -12.5% |
| All | +22.6% | +427.9% | -405.3% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling