+683.6%
IYR vs ZBRA
+1,607.0%
-923.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.8% | -3.8% | +0.9% | -1.9% |
| 30D | -2.5% | -10.2% | +7.7% | +0.1% |
| 3M | -3.0% | +58.7% | -61.6% | -15.5% |
| 6M | +1.6% | +61.9% | -60.3% | -12.7% |
| YTD | +7.3% | +41.7% | -34.4% | -5.1% |
| 1Y | +5.6% | +12.4% | -6.7% | -1.1% |
| 3Y | +28.1% | +34.2% | -6.1% | +10.1% |
| 5Y | +6.1% | -40.8% | +46.9% | +10.4% |
| 10Y | +67.7% | +420.3% | -352.6% | -11.2% |
| All | +683.6% | +1,607.0% | -923.4% | +168.9% |
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