-14.6%
IP vs ZBRA
-45.9%
+31.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -1.2% |
| 7D | -0.9% | -1.2% | +0.3% | -0.5% |
| 30D | +6.7% | -17.8% | +24.5% | +13.1% |
| 3M | -16.6% | -16.0% | -0.6% | -12.2% |
| 6M | +6.0% | +31.4% | -25.5% | -4.4% |
| YTD | -10.7% | +30.9% | -41.6% | -19.9% |
| 1Y | -6.7% | +24.3% | -31.0% | -15.0% |
| 3Y | +17.1% | +54.2% | -37.0% | -3.0% |
| 5Y | -14.6% | -46.3% | +31.7% | -13.4% |
| All | -14.6% | -45.9% | +31.3% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling