+53.4%
IONS vs ZCMD
-100.0%
+153.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | -5.3% | -1.4% | -3.9% | -5.3% |
| 30D | +0.3% | -21.6% | +21.8% | +0.4% |
| 3M | -22.9% | -67.4% | +44.5% | -23.3% |
| 6M | -23.4% | -99.4% | +76.0% | -23.3% |
| YTD | -28.3% | -99.7% | +71.4% | -28.2% |
| 1Y | -7.0% | -99.9% | +92.9% | -6.8% |
| 3Y | +37.6% | -100.0% | +137.6% | +44.6% |
| 5Y | +53.4% | -100.0% | +153.4% | +55.4% |
| All | +53.4% | -100.0% | +153.4% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling