+113.4%
IBM vs ZCMD
-100.0%
+213.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | -1.5% | -21.6% | +20.1% | -1.7% |
| 3M | -16.8% | -67.4% | +50.6% | -16.4% |
| 6M | -9.0% | -99.4% | +90.4% | -11.5% |
| YTD | -20.1% | -99.7% | +79.7% | -21.9% |
| 1Y | -7.0% | -99.9% | +92.9% | -9.0% |
| 3Y | +72.4% | -100.0% | +172.4% | +67.8% |
| All | +113.4% | -100.0% | +213.4% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling