+154.9%
IBM vs ZM
+50.9%
+104.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.9% | -6.4% | +1.1% |
| 7D | -1.7% | +6.8% | -8.5% | -2.0% |
| 30D | +10.1% | +0.1% | +10.0% | +10.1% |
| 3M | +4.8% | -7.5% | +12.4% | +5.1% |
| 6M | +12.6% | -8.4% | +21.0% | +12.8% |
| YTD | -13.9% | +13.7% | -27.6% | -14.3% |
| 1Y | -18.7% | +15.9% | -34.7% | -19.1% |
| 3Y | +81.9% | +58.0% | +23.9% | +80.4% |
| 5Y | +148.3% | -60.4% | +208.7% | +137.6% |
| All | +154.9% | +50.9% | +104.0% | +129.3% |
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