+951.4%
IVZ vs ZBRA
+2,290.4%
-1,339.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +2.2% | -2.5% | +4.6% | +3.2% |
| 30D | -2.2% | -17.0% | +14.8% | +4.8% |
| 3M | -8.4% | -15.0% | +6.6% | -3.0% |
| 6M | +6.2% | +42.2% | -36.0% | -9.8% |
| YTD | +12.4% | +32.4% | -20.0% | -2.4% |
| 1Y | +26.0% | +23.3% | +2.7% | +12.4% |
| 3Y | +147.9% | +55.9% | +92.0% | +98.1% |
| 5Y | +38.8% | -44.8% | +83.5% | +58.2% |
| 10Y | +44.6% | +371.4% | -326.8% | -25.0% |
| All | +951.4% | +2,290.4% | -1,339.0% | +222.3% |
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