+131.5%
IBM vs ZCMD
-100.0%
+231.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +3.4% |
| 7D | +3.6% | -4.1% | +7.7% | +3.5% |
| 30D | +1.5% | -22.7% | +24.3% | +1.3% |
| 3M | -12.9% | -62.5% | +49.6% | -12.6% |
| 6M | -3.9% | -99.5% | +95.6% | -4.6% |
| YTD | -17.3% | -99.7% | +82.4% | -17.3% |
| 1Y | -5.0% | -99.9% | +94.9% | -4.2% |
| 3Y | +78.2% | -100.0% | +178.2% | +83.7% |
| 5Y | +120.6% | -100.0% | +220.6% | +127.4% |
| All | +131.5% | -100.0% | +231.5% | +162.8% |
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