+50.4%
IEFA vs ZCMD
-100.0%
+150.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.1% |
| 7D | -1.6% | -5.4% | +3.9% | -1.5% |
| 30D | -1.5% | -24.8% | +23.3% | -1.3% |
| 3M | +3.4% | -62.8% | +66.2% | +2.8% |
| 6M | +9.5% | -99.5% | +109.0% | +11.9% |
| YTD | +13.0% | -99.8% | +112.8% | +16.1% |
| 1Y | +18.0% | -99.9% | +117.9% | +22.0% |
| 3Y | +65.4% | -100.0% | +165.4% | +73.9% |
| All | +50.4% | -100.0% | +150.4% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling