+423.9%
ZBRA vs IAG
+427.6%
-3.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | -3.4% | -1.1% | -2.3% | -3.4% |
| 30D | -7.4% | +12.1% | -19.5% | -8.1% |
| 3M | +57.5% | +25.5% | +32.0% | +55.1% |
| 6M | +64.0% | -7.1% | +71.1% | +63.8% |
| YTD | +44.3% | +22.9% | +21.4% | +41.0% |
| 1Y | +10.9% | +83.3% | -72.5% | +5.4% |
| 3Y | +37.5% | +808.5% | -771.0% | +16.2% |
| 5Y | -39.7% | +838.0% | -877.6% | -50.1% |
| All | +423.9% | +427.6% | -3.7% | +330.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling