+166.4%
IWM vs ZBRA
+435.2%
-268.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | -4.6% | -7.4% | +2.8% | -2.0% |
| 3M | -0.3% | +57.5% | -57.8% | -17.2% |
| 6M | +14.7% | +64.0% | -49.2% | -7.0% |
| YTD | +17.8% | +44.3% | -26.4% | -0.7% |
| 1Y | +21.2% | +10.9% | +10.3% | +12.3% |
| 3Y | +62.3% | +37.5% | +24.8% | +33.5% |
| 5Y | +38.7% | -39.7% | +78.4% | +49.9% |
| All | +166.4% | +435.2% | -268.9% | +46.1% |
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 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