-48.8%
IONS vs ZCMD
-100.0%
+51.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -29.4% | +1.4% | -30.8% | -29.5% |
| 30D | -35.1% | -29.8% | -5.3% | -34.9% |
| 3M | -48.9% | -54.9% | +6.0% | -48.5% |
| 6M | -62.4% | -99.7% | +37.2% | -61.4% |
| YTD | -64.2% | -99.9% | +35.7% | -63.0% |
| 1Y | -60.9% | -99.9% | +39.0% | -59.4% |
| 3Y | -38.9% | -100.0% | +61.1% | -33.2% |
| 5Y | -15.6% | -100.0% | +84.4% | -6.3% |
| All | -48.8% | -100.0% | +51.2% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling