-39.6%
ZBRA vs IFF
-35.8%
-3.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.1% |
| 7D | -3.4% | -3.2% | -0.2% | -2.0% |
| 30D | -7.4% | -0.3% | -7.1% | -7.4% |
| 3M | +57.5% | +8.4% | +49.1% | +51.5% |
| 6M | +64.0% | +23.0% | +40.9% | +46.7% |
| YTD | +44.3% | +25.5% | +18.8% | +27.3% |
| 1Y | +10.9% | +29.1% | -18.2% | -3.9% |
| 3Y | +37.5% | +31.7% | +5.9% | +14.7% |
| All | -39.6% | -35.8% | -3.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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