+90.8%
IEMG vs ZM
+48.0%
+42.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +4.6% | -10.3% | +14.9% | +5.5% |
| 3M | +4.8% | -0.7% | +5.5% | +4.7% |
| 6M | +16.8% | +24.8% | -8.0% | +14.2% |
| YTD | +24.8% | +11.5% | +13.4% | +22.9% |
| 1Y | +34.3% | +12.3% | +22.0% | +32.0% |
| 3Y | +87.0% | +33.5% | +53.5% | +80.1% |
| 5Y | +49.9% | -67.5% | +117.4% | +50.0% |
| All | +90.8% | +48.0% | +42.9% | +80.6% |
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