+165.7%
IAU vs ZCMD
-100.0%
+265.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.9% |
| 7D | +0.2% | -4.1% | +4.3% | +0.2% |
| 30D | +0.2% | -22.7% | +22.9% | +0.4% |
| 3M | +3.3% | -62.5% | +65.8% | +2.7% |
| 6M | -14.6% | -99.5% | +84.9% | -13.2% |
| YTD | +1.9% | -99.7% | +101.6% | +4.0% |
| 1Y | +20.9% | -99.9% | +120.8% | +24.2% |
| 3Y | +127.5% | -100.0% | +227.5% | +137.0% |
| 5Y | +141.9% | -100.0% | +241.9% | +152.6% |
| All | +165.7% | -100.0% | +265.7% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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