+109.2%
IGV vs ZCMD
-100.0%
+209.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -5.4% | -2.0% | -3.3% | -5.4% |
| 30D | -2.6% | -19.8% | +17.2% | -2.6% |
| 3M | +10.5% | -62.1% | +72.6% | +10.4% |
| 6M | +18.2% | -99.5% | +117.7% | +21.2% |
| YTD | -4.2% | -99.7% | +95.5% | -0.7% |
| 1Y | -9.8% | -99.9% | +90.1% | -5.3% |
| 3Y | +39.1% | -100.0% | +139.1% | +53.7% |
| 5Y | +21.2% | -100.0% | +121.2% | +34.5% |
| All | +109.2% | -100.0% | +209.2% | +163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling