+14.8%
IP vs ZCMD
-100.0%
+114.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.8% |
| 3M | -13.8% | -54.9% | +41.0% | -13.5% |
| 6M | +5.7% | -99.8% | +105.5% | +5.9% |
| YTD | -9.1% | -99.9% | +90.7% | -9.0% |
| 1Y | -0.8% | -99.9% | +99.1% | -0.5% |
| 3Y | +14.8% | -100.0% | +114.8% | +17.3% |
| All | +14.8% | -100.0% | +114.8% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling