+62.8%
IVZ vs ZBRA
-39.4%
+102.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -0.9% |
| 7D | +1.1% | +2.6% | -1.5% | -0.1% |
| 30D | +3.1% | -6.4% | +9.5% | +6.1% |
| 3M | +18.2% | +51.3% | -33.1% | -5.1% |
| 6M | +38.6% | +60.5% | -21.9% | +6.7% |
| YTD | +25.9% | +45.2% | -19.3% | +1.3% |
| 1Y | +51.7% | +12.3% | +39.3% | +37.3% |
| 3Y | +138.7% | +37.5% | +101.1% | +87.0% |
| 5Y | +62.8% | -39.2% | +102.0% | +82.9% |
| All | +62.8% | -39.4% | +102.2% | +82.9% |
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 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