+138.7%
IBM vs ZM
+46.9%
+91.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.4% |
| 7D | -0.3% | -2.7% | +2.4% | -0.2% |
| 30D | -1.8% | -10.0% | +8.1% | -1.4% |
| 3M | -13.5% | +1.6% | -15.1% | -13.5% |
| 6M | -5.1% | +25.0% | -30.1% | -5.7% |
| YTD | -19.4% | +10.6% | -30.0% | -19.6% |
| 1Y | -6.5% | +14.0% | -20.5% | -6.9% |
| 3Y | +73.8% | +32.5% | +41.3% | +72.6% |
| 5Y | +116.3% | -68.3% | +184.7% | +105.8% |
| All | +138.7% | +46.9% | +91.8% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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