+886.2%
IVZ vs ZBRA
+2,295.2%
-1,409.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.4% | -10.9% | +8.4% | +1.7% |
| 30D | -11.2% | -16.6% | +5.4% | -5.1% |
| 3M | -14.0% | -11.6% | -2.4% | -10.2% |
| 6M | +0.5% | +40.2% | -39.7% | -14.2% |
| YTD | +5.4% | +32.6% | -27.2% | -8.5% |
| 1Y | +19.5% | +24.7% | -5.2% | +6.0% |
| 3Y | +128.7% | +56.3% | +72.4% | +82.6% |
| 5Y | +28.8% | -47.0% | +75.7% | +48.9% |
| 10Y | +52.3% | +411.4% | -359.1% | -23.1% |
| All | +886.2% | +2,295.2% | -1,409.0% | +202.1% |
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