+322.1%
IVV vs ZBRA
+407.5%
-85.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -0.4% | -1.8% | +1.4% | +0.1% |
| 30D | -1.4% | -8.8% | +7.4% | +1.1% |
| 3M | +3.7% | +47.2% | -43.5% | -8.6% |
| 6M | +13.0% | +61.3% | -48.3% | -3.7% |
| YTD | +12.4% | +42.0% | -29.6% | -1.2% |
| 1Y | +18.6% | +10.5% | +8.1% | +11.6% |
| 3Y | +78.1% | +34.5% | +43.6% | +51.8% |
| 5Y | +82.3% | -40.3% | +122.6% | +93.6% |
| 10Y | +322.1% | +421.5% | -99.4% | +154.9% |
| All | +322.1% | +407.5% | -85.4% | +154.9% |
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