+14.8%
IGV vs ZM
-60.9%
+75.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.2% |
| 7D | +2.3% | +11.0% | -8.7% | -2.2% |
| 30D | -6.0% | +5.6% | -11.6% | -8.2% |
| 3M | -4.8% | -9.1% | +4.4% | -1.4% |
| 6M | +14.2% | -2.6% | +16.8% | +14.4% |
| YTD | -4.2% | +15.7% | -19.9% | -11.6% |
| 1Y | -5.3% | +18.8% | -24.0% | -13.8% |
| 3Y | +38.8% | +62.2% | -23.4% | +8.1% |
| All | +14.8% | -60.9% | +75.7% | +36.6% |
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 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