+72.4%
IBM vs ZM
+30.9%
+41.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | 0.0% |
| 7D | +0.3% | +1.6% | -1.3% | -0.1% |
| 30D | -1.5% | -7.7% | +6.2% | +0.3% |
| 3M | -16.8% | -4.7% | -12.1% | -16.2% |
| 6M | -9.0% | +24.4% | -33.5% | -13.3% |
| YTD | -20.1% | +11.8% | -31.8% | -22.3% |
| 1Y | -7.0% | +13.4% | -20.4% | -10.1% |
| 3Y | +72.4% | +33.8% | +38.5% | +54.9% |
| All | +72.4% | +30.9% | +41.5% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling