+596.7%
IBKR vs ZM
+47.0%
+549.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | -5.7% | +4.3% | -0.9% |
| 30D | -0.2% | -9.1% | +8.9% | +0.5% |
| 3M | +3.0% | +3.5% | -0.6% | +2.5% |
| 6M | +33.9% | +25.7% | +8.2% | +30.7% |
| YTD | +42.5% | +10.8% | +31.7% | +40.4% |
| 1Y | +44.9% | +12.8% | +32.1% | +42.4% |
| 3Y | +293.0% | +33.1% | +259.9% | +280.6% |
| 5Y | +497.7% | -68.3% | +566.0% | +480.1% |
| All | +596.7% | +47.0% | +549.6% | +544.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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