+22.1%
IP vs ZBRA
+60.2%
-38.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.9% |
| 7D | -2.8% | -1.5% | -1.3% | -2.3% |
| 30D | +9.2% | -15.6% | +24.8% | +15.1% |
| 3M | -16.1% | -14.5% | -1.6% | -12.1% |
| 6M | +9.6% | +50.9% | -41.4% | -7.0% |
| YTD | -8.8% | +34.8% | -43.6% | -19.9% |
| 1Y | -5.5% | +28.3% | -33.8% | -15.7% |
| All | +22.1% | +60.2% | -38.1% | -9.6% |
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 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