+1,104.4%
IVZ vs ZBRA
+2,598.1%
-1,493.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 7D | +0.6% | +1.8% | -1.1% | 0.0% |
| 30D | +4.0% | -1.7% | +5.7% | +4.6% |
| 3M | +18.2% | +47.8% | -29.6% | -0.1% |
| 6M | +32.8% | +56.7% | -23.9% | +8.9% |
| YTD | +28.7% | +49.4% | -20.6% | +7.1% |
| 1Y | +55.4% | +16.5% | +38.8% | +41.0% |
| 3Y | +135.2% | +31.5% | +103.8% | +100.4% |
| 5Y | +64.2% | -38.6% | +102.8% | +79.7% |
| 10Y | +64.6% | +421.0% | -356.3% | -17.6% |
| All | +1,104.4% | +2,598.1% | -1,493.7% | +253.6% |
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