+100.9%
IEFA vs ZM
+48.0%
+52.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | -1.1% | -10.3% | +9.2% | -0.5% |
| 3M | +5.1% | -0.7% | +5.7% | +5.0% |
| 6M | +9.3% | +24.8% | -15.5% | +7.3% |
| YTD | +13.0% | +11.5% | +1.5% | +11.5% |
| 1Y | +19.2% | +12.3% | +6.8% | +17.5% |
| 3Y | +67.0% | +33.5% | +33.5% | +62.1% |
| 5Y | +51.1% | -67.5% | +118.6% | +47.9% |
| All | +100.9% | +48.0% | +52.9% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling