+48.3%
IEMG vs ZCMD
-100.0%
+148.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +1.3% |
| 7D | -1.3% | -5.4% | +4.1% | -1.2% |
| 30D | +1.9% | -24.8% | +26.7% | +2.1% |
| 3M | +1.4% | -62.8% | +64.2% | +0.6% |
| 6M | +15.2% | -99.5% | +114.7% | +17.0% |
| YTD | +23.8% | -99.8% | +123.6% | +26.3% |
| 1Y | +30.7% | -99.9% | +130.6% | +34.1% |
| 3Y | +83.3% | -100.0% | +183.3% | +93.2% |
| All | +48.3% | -100.0% | +148.3% | +56.5% |
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