+153.8%
IBM vs ZM
+53.5%
+100.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | +1.6% | +11.0% | -9.5% | +1.1% |
| 30D | +9.2% | +5.6% | +3.6% | +8.9% |
| 3M | +4.9% | -9.1% | +14.1% | +5.3% |
| 6M | +16.8% | -2.6% | +19.3% | +16.7% |
| YTD | -14.3% | +15.7% | -29.9% | -14.7% |
| 1Y | -16.7% | +18.8% | -35.5% | -17.2% |
| 3Y | +82.2% | +62.2% | +20.1% | +80.6% |
| 5Y | +149.9% | -60.9% | +210.8% | +138.7% |
| All | +153.8% | +53.5% | +100.2% | +128.1% |
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 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