-40.8%
ZBRA vs IAG
+796.9%
-837.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -3.8% | -4.1% | +0.3% | -3.4% |
| 30D | -10.2% | +10.6% | -20.8% | -11.2% |
| 3M | +58.7% | +35.4% | +23.3% | +53.6% |
| 6M | +61.9% | -9.5% | +71.5% | +62.0% |
| YTD | +41.7% | +21.8% | +19.8% | +36.2% |
| 1Y | +12.4% | +84.1% | -71.8% | +2.6% |
| 3Y | +34.2% | +817.4% | -783.2% | -4.1% |
| 5Y | -40.8% | +830.1% | -870.8% | -59.8% |
| All | -40.8% | +796.9% | -837.6% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling