+112.2%
IGV vs ZCMD
-100.0%
+212.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.8% |
| 7D | -3.3% | -1.4% | -1.9% | -3.3% |
| 30D | 0.0% | -21.6% | +21.5% | 0.0% |
| 3M | +7.3% | -67.4% | +74.7% | +7.3% |
| 6M | +16.7% | -99.4% | +116.2% | +19.4% |
| YTD | -2.8% | -99.7% | +96.9% | +0.8% |
| 1Y | -6.7% | -99.9% | +93.2% | -2.1% |
| 3Y | +41.1% | -100.0% | +141.1% | +55.9% |
| 5Y | +22.0% | -100.0% | +122.0% | +35.2% |
| All | +112.2% | -100.0% | +212.2% | +167.5% |
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