+144.7%
IBM vs ZM
+48.0%
+96.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | +3.6% | +0.3% | +3.2% | +3.5% |
| 30D | +1.5% | -10.3% | +11.8% | +2.0% |
| 3M | -12.9% | -0.7% | -12.2% | -12.9% |
| 6M | -3.9% | +24.8% | -28.7% | -4.5% |
| YTD | -17.3% | +11.5% | -28.8% | -17.6% |
| 1Y | -5.0% | +12.3% | -17.3% | -5.3% |
| 3Y | +78.2% | +33.5% | +44.7% | +76.9% |
| 5Y | +120.6% | -67.5% | +188.1% | +110.0% |
| All | +144.7% | +48.0% | +96.7% | +120.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling