+125.8%
IBM vs ZCMD
-100.0%
+225.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.5% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | -1.8% | -19.8% | +18.0% | -2.0% |
| 3M | -13.5% | -62.1% | +48.6% | -13.1% |
| 6M | -5.1% | -99.5% | +94.4% | -5.8% |
| YTD | -19.4% | -99.7% | +80.4% | -19.3% |
| 1Y | -6.5% | -99.9% | +93.4% | -5.8% |
| 3Y | +73.8% | -100.0% | +173.8% | +79.1% |
| 5Y | +116.3% | -100.0% | +216.3% | +122.9% |
| All | +125.8% | -100.0% | +225.8% | +156.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling