+100.0%
IJR vs ZM
+46.9%
+53.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | -2.3% | -2.7% | +0.4% | -2.1% |
| 30D | -4.7% | -10.0% | +5.3% | -3.9% |
| 3M | +2.1% | +1.6% | +0.5% | +1.8% |
| 6M | +13.9% | +25.0% | -11.1% | +11.2% |
| YTD | +18.2% | +10.6% | +7.6% | +16.4% |
| 1Y | +21.8% | +14.0% | +7.9% | +19.5% |
| 3Y | +52.2% | +32.5% | +19.7% | +46.9% |
| 5Y | +40.1% | -68.3% | +108.5% | +34.4% |
| All | +100.0% | +46.9% | +53.1% | +86.7% |
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