-2.0%
IONS vs ZCMD
-100.0%
+98.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.1% | +4.5% | -2.5% |
| 7D | -6.7% | -5.4% | -1.3% | -6.6% |
| 30D | -4.1% | -24.8% | +20.7% | -3.9% |
| 3M | -26.6% | -62.8% | +36.2% | -27.2% |
| 6M | -27.5% | -99.5% | +72.0% | -25.9% |
| YTD | -31.5% | -99.8% | +68.3% | -29.5% |
| 1Y | -15.3% | -99.9% | +84.6% | -12.2% |
| 3Y | +31.3% | -100.0% | +131.3% | +43.8% |
| 5Y | +50.2% | -100.0% | +150.2% | +64.7% |
| All | -2.0% | -100.0% | +98.0% | +13.3% |
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