+137.7%
IBM vs ZCMD
-100.0%
+237.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.5% |
| 7D | -0.3% | -2.9% | +2.6% | -0.3% |
| 30D | +6.8% | -28.5% | +35.2% | +6.4% |
| 3M | +4.4% | -56.5% | +60.9% | +3.7% |
| 6M | +13.2% | -99.7% | +112.8% | +11.6% |
| YTD | -15.1% | -99.9% | +84.7% | -15.5% |
| 1Y | -20.2% | -99.9% | +79.7% | -20.3% |
| 3Y | +79.3% | -100.0% | +179.3% | +83.4% |
| 5Y | +147.5% | -100.0% | +247.5% | +155.1% |
| All | +137.7% | -100.0% | +237.7% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling