+89.3%
IEMG vs ZM
+47.0%
+42.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -5.7% | +4.4% | -0.8% |
| 30D | +1.9% | -9.1% | +11.0% | +2.6% |
| 3M | +1.4% | +3.5% | -2.1% | +0.9% |
| 6M | +15.2% | +25.7% | -10.5% | +12.5% |
| YTD | +23.8% | +10.8% | +13.1% | +22.0% |
| 1Y | +30.7% | +12.8% | +17.9% | +28.4% |
| 3Y | +83.3% | +33.1% | +50.1% | +76.6% |
| 5Y | +48.8% | -68.3% | +117.1% | +49.0% |
| All | +89.3% | +47.0% | +42.2% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling