+5.0%
IONS vs ZCMD
-100.0%
+105.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.7% | 0.0% |
| 7D | -4.8% | -8.0% | +3.2% | -4.8% |
| 30D | +7.2% | -27.9% | +35.1% | +7.5% |
| 3M | -22.7% | -74.6% | +51.9% | -23.1% |
| 6M | -26.9% | -99.5% | +72.6% | -25.4% |
| YTD | -26.6% | -99.7% | +73.2% | -24.5% |
| 1Y | -2.1% | -99.9% | +97.8% | +1.3% |
| 3Y | +43.4% | -100.0% | +143.4% | +57.1% |
| 5Y | +47.0% | -100.0% | +147.0% | +61.5% |
| All | +5.0% | -100.0% | +105.0% | +21.3% |
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 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