+808.3%
IWM vs ZBRA
+1,618.2%
-810.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +0.1% | +1.8% | -1.7% | -0.6% |
| 30D | -1.3% | -1.7% | +0.4% | -0.7% |
| 3M | +1.6% | +47.8% | -46.2% | -13.6% |
| 6M | +13.6% | +56.7% | -43.2% | -6.2% |
| YTD | +20.8% | +49.4% | -28.6% | +0.6% |
| 1Y | +26.4% | +16.5% | +9.9% | +14.7% |
| 3Y | +60.7% | +31.5% | +29.2% | +35.0% |
| 5Y | +38.2% | -38.6% | +76.8% | +47.3% |
| 10Y | +169.5% | +421.0% | -251.5% | +24.1% |
| All | +808.3% | +1,618.2% | -810.0% | +127.0% |
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