+834.2%
ZBRA vs IAG
+378.9%
+455.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -1.8% | +1.7% | -3.5% | -1.9% |
| 30D | -8.8% | +11.4% | -20.2% | -9.5% |
| 3M | +47.2% | +33.0% | +14.2% | +44.0% |
| 6M | +61.3% | -6.0% | +67.3% | +61.0% |
| YTD | +42.0% | +24.6% | +17.5% | +38.2% |
| 1Y | +10.5% | +105.0% | -94.5% | +3.4% |
| 3Y | +34.5% | +837.9% | -803.4% | +10.7% |
| 5Y | -40.3% | +817.0% | -857.3% | -51.9% |
| 10Y | +421.5% | +425.3% | -3.8% | +311.8% |
| All | +834.2% | +378.9% | +455.3% | +538.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling