+66.9%
IYR vs ZBRA
+435.2%
-368.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.4% |
| 7D | -1.4% | -3.4% | +2.0% | -0.6% |
| 30D | -2.7% | -7.4% | +4.7% | -1.0% |
| 3M | -2.1% | +57.5% | -59.6% | -13.2% |
| 6M | +3.6% | +64.0% | -60.4% | -9.8% |
| YTD | +8.1% | +44.3% | -36.2% | -3.4% |
| 1Y | +4.7% | +10.9% | -6.2% | -0.5% |
| 3Y | +29.1% | +37.5% | -8.4% | +11.6% |
| 5Y | +6.9% | -39.7% | +46.6% | +10.8% |
| All | +66.9% | +435.2% | -368.3% | +19.1% |
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