+24.6%
IP vs ZCMD
-100.0%
+124.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.8% |
| 7D | -5.1% | -4.4% | -0.6% | -5.0% |
| 30D | +8.5% | -43.0% | +51.5% | +8.9% |
| 3M | -13.8% | -54.9% | +41.0% | -13.4% |
| 6M | +5.7% | -99.8% | +105.5% | +7.7% |
| YTD | -9.1% | -99.9% | +90.7% | -7.2% |
| 1Y | -0.8% | -99.9% | +99.1% | +1.6% |
| 3Y | +14.8% | -100.0% | +114.8% | +20.5% |
| 5Y | -11.5% | -100.0% | +88.5% | -6.6% |
| All | +24.6% | -100.0% | +124.6% | +45.1% |
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