+59.9%
ZBRA vs IRM
+112.1%
-52.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.3% |
| 7D | +0.6% | +6.8% | -6.2% | -2.6% |
| 30D | -14.0% | +2.6% | -16.6% | -15.6% |
| 3M | -14.7% | -9.5% | -5.2% | -11.0% |
| 6M | +31.3% | -8.5% | +39.8% | +35.4% |
| YTD | +33.4% | +40.3% | -6.8% | +7.2% |
| 1Y | +34.1% | +28.7% | +5.4% | +12.9% |
| 3Y | +59.9% | +111.8% | -51.9% | -23.1% |
| All | +59.9% | +112.1% | -52.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling