+143.0%
IBM vs ZM
-64.6%
+207.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | -2.2% | -1.0% | -1.2% | -2.0% |
| 30D | +7.7% | -7.0% | +14.6% | +8.8% |
| 3M | +3.5% | -15.2% | +18.7% | +5.9% |
| 6M | +7.2% | -16.8% | +23.9% | +9.7% |
| YTD | -15.8% | +5.4% | -21.1% | -16.5% |
| 1Y | -19.3% | +9.3% | -28.6% | -20.4% |
| 3Y | +78.0% | +46.5% | +31.5% | +69.7% |
| 5Y | +143.0% | -63.8% | +206.9% | +134.8% |
| All | +143.0% | -64.6% | +207.7% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling