+626.8%
IBKR vs ZCMD
-100.0%
+726.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.1% | +9.2% | +2.3% |
| 7D | -1.3% | -5.4% | +4.1% | -1.3% |
| 30D | -0.2% | -24.8% | +24.6% | 0.0% |
| 3M | +3.0% | -62.8% | +65.7% | +1.9% |
| 6M | +33.9% | -99.5% | +133.4% | +37.4% |
| YTD | +42.5% | -99.8% | +142.3% | +47.8% |
| 1Y | +44.9% | -99.9% | +144.8% | +52.2% |
| 3Y | +293.0% | -100.0% | +393.0% | +338.2% |
| 5Y | +497.7% | -100.0% | +597.6% | +566.7% |
| All | +626.8% | -100.0% | +726.8% | +802.9% |
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