+96.6%
IDXX vs ZCMD
-100.0%
+196.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.7% | -0.3% |
| 7D | -5.7% | -5.4% | -0.3% | -5.7% |
| 30D | -11.5% | -24.8% | +13.2% | -11.3% |
| 3M | -9.5% | -62.8% | +53.3% | -10.4% |
| 6M | -16.0% | -99.5% | +83.6% | -11.0% |
| YTD | -25.4% | -99.8% | +74.4% | -19.8% |
| 1Y | -21.8% | -99.9% | +78.1% | -14.1% |
| 3Y | +7.0% | -100.0% | +107.0% | +23.7% |
| 5Y | -26.0% | -100.0% | +74.0% | -14.0% |
| All | +96.6% | -100.0% | +196.6% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 all: compounded portfolio wealth divided by compounded ZCMD 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…
all analysis · Full analysis span regression · 6 months rolling