-16.7%
IBM vs ZM
+18.3%
-35.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.3% |
| 7D | +1.6% | +11.0% | -9.5% | -2.0% |
| 30D | +9.2% | +5.6% | +3.6% | +7.0% |
| 3M | +4.9% | -9.1% | +14.1% | +7.5% |
| 6M | +16.8% | -2.6% | +19.3% | +16.6% |
| YTD | -14.3% | +15.7% | -29.9% | -17.9% |
| 1Y | -16.7% | +18.8% | -35.5% | -20.5% |
| All | -16.7% | +18.3% | -35.0% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling