+188.3%
ITW vs ZBRA
+435.2%
-247.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | -0.7% | -3.4% | +2.7% | +0.3% |
| 30D | -8.3% | -7.4% | -0.9% | -6.2% |
| 3M | +6.0% | +57.5% | -51.5% | -9.1% |
| 6M | 0.0% | +64.0% | -64.0% | -16.1% |
| YTD | +10.2% | +44.3% | -34.1% | -4.4% |
| 1Y | +3.2% | +10.9% | -7.7% | -3.2% |
| 3Y | +21.0% | +37.5% | -16.5% | +1.0% |
| 5Y | +37.9% | -39.7% | +77.6% | +46.8% |
| All | +188.3% | +435.2% | -247.0% | +55.8% |
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