+14.8%
IP vs ZBRA
+50.6%
-35.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -5.1% | -10.9% | +5.8% | -1.5% |
| 30D | +8.5% | -16.6% | +25.1% | +14.8% |
| 3M | -13.8% | -11.6% | -2.2% | -10.6% |
| 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% | -13.7% |
| All | +14.8% | +50.6% | -35.8% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling