+27.7%
ZBRA vs IAG
+56.5%
-28.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.2% | -9.3% | +0.3% |
| 7D | -13.6% | +1.1% | -14.7% | -13.7% |
| 30D | -11.5% | -5.3% | -6.2% | -11.4% |
| 3M | -9.9% | +18.0% | -27.9% | -10.3% |
| 6M | +48.6% | +7.1% | +41.5% | +48.2% |
| YTD | +36.9% | +5.9% | +31.0% | +31.8% |
| 1Y | +27.7% | +59.4% | -31.7% | +10.0% |
| All | +27.7% | +56.5% | -28.9% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling