+6,803.6%
ITW vs ZBRA
+8,746.0%
-1,942.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -3.8% | +1.4% | -1.6% |
| 30D | -9.5% | -10.2% | +0.7% | -7.5% |
| 3M | +6.6% | +58.7% | -52.0% | -4.1% |
| 6M | -1.8% | +61.9% | -63.7% | -12.5% |
| YTD | +9.0% | +41.7% | -32.7% | -0.5% |
| 1Y | +3.6% | +12.4% | -8.8% | -1.1% |
| 3Y | +19.4% | +34.2% | -14.7% | +7.3% |
| 5Y | +36.4% | -40.8% | +77.1% | +41.8% |
| 10Y | +190.0% | +420.3% | -230.3% | +93.9% |
| All | +6,803.6% | +8,746.0% | -1,942.3% | +2,782.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling