+112.0%
IBM vs ZM
-67.8%
+179.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.5% |
| 7D | +0.3% | +1.6% | -1.3% | 0.0% |
| 30D | -1.5% | -7.7% | +6.2% | -0.4% |
| 3M | -16.8% | -4.7% | -12.1% | -16.4% |
| 6M | -9.0% | +24.4% | -33.5% | -11.5% |
| YTD | -20.1% | +11.8% | -31.8% | -21.4% |
| 1Y | -7.0% | +13.4% | -20.4% | -8.8% |
| 3Y | +72.4% | +33.8% | +38.5% | +65.0% |
| 5Y | +112.0% | -67.2% | +179.1% | +101.9% |
| All | +112.0% | -67.8% | +179.8% | +101.9% |
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 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