+23.1%
IGV vs ZCMD
-100.0%
+123.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.4% | +0.3% |
| 7D | -2.9% | -5.4% | +2.5% | -2.9% |
| 30D | -1.5% | -24.8% | +23.3% | -1.6% |
| 3M | +11.7% | -62.8% | +74.5% | +12.0% |
| 6M | +18.4% | -99.5% | +118.0% | +18.0% |
| YTD | -3.9% | -99.8% | +95.8% | -3.8% |
| 1Y | -9.7% | -99.9% | +90.2% | -9.2% |
| 3Y | +38.4% | -100.0% | +138.4% | +41.6% |
| All | +23.1% | -100.0% | +123.1% | +25.8% |
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