+35.7%
IONS vs ZCMD
-100.0%
+135.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.2% |
| 7D | -8.7% | -4.1% | -4.5% | -8.6% |
| 30D | -1.6% | -22.7% | +21.1% | -1.5% |
| 3M | -24.9% | -62.5% | +37.6% | -25.2% |
| 6M | -25.7% | -99.5% | +73.8% | -26.9% |
| YTD | -29.2% | -99.7% | +70.5% | -30.7% |
| 1Y | -13.0% | -99.9% | +86.9% | -15.4% |
| All | +35.7% | -100.0% | +135.7% | +37.7% |
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