+21.2%
IGV vs ZM
-67.8%
+89.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -5.4% | -2.7% | -2.6% | -4.4% |
| 30D | -2.6% | -10.0% | +7.4% | +1.4% |
| 3M | +10.5% | +1.6% | +8.9% | +9.4% |
| 6M | +18.2% | +25.0% | -6.8% | +6.9% |
| YTD | -4.2% | +10.6% | -14.9% | -9.7% |
| 1Y | -9.8% | +14.0% | -23.8% | -16.4% |
| 3Y | +39.1% | +32.5% | +6.6% | +18.3% |
| 5Y | +21.2% | -68.3% | +89.5% | +55.1% |
| All | +21.2% | -67.8% | +89.1% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling