+18.3%
INTU vs ZCMD
-100.0%
+118.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.1% | +9.9% | +2.8% |
| 7D | -3.3% | -5.4% | +2.1% | -3.3% |
| 30D | -3.9% | -24.8% | +20.9% | -3.9% |
| 3M | +16.6% | -62.8% | +79.4% | +16.4% |
| 6M | -26.4% | -99.5% | +73.1% | -23.6% |
| YTD | -51.0% | -99.8% | +48.8% | -48.5% |
| 1Y | -50.8% | -99.9% | +49.1% | -47.5% |
| 3Y | -40.1% | -100.0% | +59.9% | -33.6% |
| 5Y | -41.2% | -100.0% | +58.8% | -34.6% |
| All | +18.3% | -100.0% | +118.3% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling