+126.6%
IBM vs ZCMD
-100.0%
+226.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | 0.0% |
| 7D | -0.3% | -8.0% | +7.7% | -0.4% |
| 30D | +0.3% | -27.9% | +28.2% | 0.0% |
| 3M | -21.6% | -74.6% | +53.0% | -21.5% |
| 6M | -4.7% | -99.5% | +94.8% | -5.5% |
| YTD | -19.1% | -99.7% | +80.7% | -19.0% |
| 1Y | -2.5% | -99.9% | +97.4% | -1.8% |
| 3Y | +74.2% | -100.0% | +174.1% | +79.5% |
| 5Y | +113.1% | -100.0% | +213.1% | +120.0% |
| All | +126.6% | -100.0% | +226.6% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling