+38.9%
IGV vs ZM
+34.4%
+4.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.5% | +0.3% | -1.9% | -1.7% |
| 30D | -3.0% | -10.3% | +7.3% | +1.0% |
| 3M | +9.6% | -0.7% | +10.2% | +9.4% |
| 6M | +16.1% | +24.8% | -8.7% | +6.0% |
| YTD | -3.6% | +11.5% | -15.1% | -8.9% |
| 1Y | -7.8% | +12.3% | -20.2% | -13.4% |
| All | +38.9% | +34.4% | +4.5% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling