+2,359.6%
ZBRA vs IRM
+9,897.4%
-7,537.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +2.6% | +1.6% | +0.9% | +2.0% |
| 30D | -6.4% | -4.2% | -2.2% | -5.1% |
| 3M | +51.3% | -5.4% | +56.6% | +53.6% |
| 6M | +60.5% | +12.0% | +48.5% | +53.6% |
| YTD | +45.2% | +42.0% | +3.1% | +28.3% |
| 1Y | +12.3% | +29.9% | -17.5% | +2.1% |
| 3Y | +37.5% | +104.4% | -66.8% | +7.6% |
| 5Y | -39.2% | +191.0% | -230.2% | -57.4% |
| 10Y | +417.0% | +417.1% | -0.1% | +196.2% |
| All | +2,359.6% | +9,897.4% | -7,537.8% | +812.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling