-2.8%
IP vs ZCMD
-99.9%
+97.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -1.1% |
| 7D | 0.0% | -3.0% | +3.1% | 0.0% |
| 30D | +9.4% | -39.5% | +48.9% | +9.7% |
| 3M | -14.1% | -57.8% | +43.8% | -13.6% |
| 6M | +9.2% | -99.7% | +108.8% | +8.6% |
| YTD | -7.5% | -99.9% | +92.3% | -7.2% |
| 1Y | -2.8% | -99.9% | +97.1% | +3.1% |
| All | -2.8% | -99.9% | +97.1% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling