+108.1%
IJH vs ZCMD
-100.0%
+208.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -2.5% | -2.0% | -0.5% | -2.5% |
| 30D | -5.0% | -19.8% | +14.8% | -4.9% |
| 3M | +0.5% | -62.1% | +62.6% | -0.2% |
| 6M | +8.2% | -99.5% | +107.7% | +12.4% |
| YTD | +12.5% | -99.7% | +112.2% | +17.8% |
| 1Y | +14.4% | -99.9% | +114.3% | +21.3% |
| 3Y | +49.5% | -100.0% | +149.5% | +65.4% |
| 5Y | +47.8% | -100.0% | +147.8% | +63.8% |
| All | +108.1% | -100.0% | +208.1% | +161.9% |
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