+26.5%
IP vs ZBRA
+402.8%
-376.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -5.1% | -10.9% | +5.8% | -1.3% |
| 30D | +8.5% | -16.6% | +25.1% | +15.2% |
| 3M | -13.8% | -11.6% | -2.2% | -10.4% |
| 6M | +5.7% | +40.2% | -34.4% | -7.9% |
| YTD | -9.1% | +32.6% | -41.7% | -19.8% |
| 1Y | -0.8% | +24.7% | -25.5% | -10.7% |
| 3Y | +14.8% | +56.3% | -41.5% | -8.1% |
| 5Y | -11.5% | -47.0% | +35.5% | -0.8% |
| All | +26.5% | +402.8% | -376.3% | -28.9% |
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