+99.7%
IEMG vs ZCMD
-100.0%
+199.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -0.6% |
| 7D | +1.6% | -4.1% | +5.7% | +1.7% |
| 30D | +4.6% | -22.7% | +27.4% | +4.9% |
| 3M | +4.8% | -62.5% | +67.3% | +3.6% |
| 6M | +16.8% | -99.5% | +116.3% | +21.4% |
| YTD | +24.8% | -99.7% | +124.6% | +31.1% |
| 1Y | +34.3% | -99.9% | +134.2% | +43.1% |
| 3Y | +87.0% | -100.0% | +186.9% | +109.9% |
| 5Y | +49.9% | -100.0% | +149.9% | +69.1% |
| All | +99.7% | -100.0% | +199.7% | +146.3% |
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 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