+28.2%
IP vs ZCMD
-100.0%
+128.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.9% |
| 7D | -3.0% | +9.1% | -12.1% | -3.1% |
| 30D | +10.6% | -37.1% | +47.7% | +11.0% |
| 3M | -13.6% | -53.7% | +40.1% | -13.2% |
| 6M | +10.4% | -99.7% | +110.1% | +12.1% |
| YTD | -6.5% | -99.9% | +93.4% | -4.6% |
| 1Y | -2.1% | -99.9% | +97.8% | +0.2% |
| 3Y | +22.0% | -100.0% | +122.0% | +28.0% |
| 5Y | -9.7% | -100.0% | +90.3% | -4.8% |
| All | +28.2% | -100.0% | +128.2% | +49.3% |
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 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