+53.0%
IJR vs ZCMD
-100.0%
+153.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.6% |
| 7D | -2.2% | -5.4% | +3.3% | -2.1% |
| 30D | -4.6% | -24.8% | +20.2% | -4.5% |
| 3M | +0.2% | -62.8% | +63.0% | 0.0% |
| 6M | +14.7% | -99.5% | +114.2% | +17.8% |
| YTD | +18.9% | -99.8% | +118.6% | +22.7% |
| 1Y | +19.9% | -99.9% | +119.8% | +24.7% |
| 3Y | +53.0% | -100.0% | +153.0% | +55.1% |
| All | +53.0% | -100.0% | +153.0% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling