+24.2%
IP vs ZCMD
-100.0%
+124.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.7% | +1.5% |
| 7D | -0.3% | -7.7% | +7.4% | -0.2% |
| 30D | +7.9% | -34.8% | +42.7% | +8.3% |
| 3M | -15.3% | -56.3% | +41.0% | -14.9% |
| 6M | +10.5% | -99.7% | +110.2% | +12.2% |
| YTD | -9.4% | -99.9% | +90.5% | -7.4% |
| 1Y | -4.6% | -99.9% | +95.3% | -2.3% |
| 3Y | +21.2% | -100.0% | +121.2% | +27.2% |
| 5Y | -13.3% | -100.0% | +86.7% | -8.5% |
| All | +24.2% | -100.0% | +124.2% | +44.8% |
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