+38.2%
IWM vs ZBRA
-40.9%
+79.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.5% | -3.8% | +1.2% | -1.3% |
| 30D | -4.4% | -10.2% | +5.8% | -1.0% |
| 3M | +2.2% | +58.7% | -56.4% | -14.6% |
| 6M | +14.0% | +61.9% | -47.9% | -6.3% |
| YTD | +17.4% | +41.7% | -24.3% | +0.3% |
| 1Y | +22.9% | +12.4% | +10.6% | +14.1% |
| 3Y | +62.1% | +34.2% | +27.9% | +35.2% |
| 5Y | +38.2% | -40.8% | +78.9% | +54.7% |
| All | +38.2% | -40.9% | +79.1% | +54.7% |
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