+100.6%
IEFA vs ZCMD
-100.0%
+200.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +1.1% |
| 7D | -1.6% | -5.4% | +3.8% | -1.5% |
| 30D | -1.5% | -24.8% | +23.3% | -1.2% |
| 3M | +3.4% | -62.8% | +66.2% | +2.5% |
| 6M | +9.5% | -99.5% | +109.0% | +14.0% |
| YTD | +13.0% | -99.8% | +112.8% | +18.8% |
| 1Y | +18.0% | -99.9% | +117.9% | +25.7% |
| 3Y | +65.4% | -100.0% | +165.4% | +83.3% |
| 5Y | +51.6% | -100.0% | +151.6% | +68.2% |
| All | +100.6% | -100.0% | +200.6% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling