-4.6%
IP vs ZCMD
-99.9%
+95.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.2% |
| 3M | -15.3% | -56.3% | +41.0% | -14.9% |
| 6M | +10.5% | -99.7% | +110.2% | +9.6% |
| YTD | -9.4% | -99.9% | +90.5% | -9.3% |
| 1Y | -4.6% | -99.9% | +95.3% | +1.5% |
| All | -4.6% | -99.9% | +95.3% | +1.5% |
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