+102.5%
IJR vs ZCMD
-100.0%
+202.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.1% |
| 7D | -1.1% | -4.1% | +3.0% | -1.1% |
| 30D | -3.6% | -22.7% | +19.1% | -3.4% |
| 3M | +2.3% | -62.5% | +64.8% | +1.6% |
| 6M | +14.3% | -99.5% | +113.8% | +20.0% |
| YTD | +19.3% | -99.7% | +119.0% | +26.7% |
| 1Y | +22.6% | -99.9% | +122.5% | +32.4% |
| 3Y | +53.5% | -100.0% | +153.5% | +72.9% |
| 5Y | +39.9% | -100.0% | +139.9% | +58.0% |
| All | +102.5% | -100.0% | +202.5% | +164.3% |
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