+110.8%
IJH vs ZM
+46.9%
+64.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -2.5% | -2.7% | +0.2% | -2.3% |
| 30D | -5.0% | -10.0% | +5.0% | -4.3% |
| 3M | +0.5% | +1.6% | -1.1% | +0.2% |
| 6M | +8.2% | +25.0% | -16.7% | +5.6% |
| YTD | +12.5% | +10.6% | +1.8% | +10.7% |
| 1Y | +14.4% | +14.0% | +0.4% | +12.2% |
| 3Y | +49.5% | +32.5% | +17.0% | +44.1% |
| 5Y | +47.8% | -68.3% | +116.1% | +43.0% |
| All | +110.8% | +46.9% | +64.0% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling