+22.5%
IP vs ZCMD
-100.0%
+122.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -2.0% |
| 7D | -0.9% | -2.9% | +2.0% | -0.9% |
| 30D | +6.7% | -28.5% | +35.2% | +6.9% |
| 3M | -16.6% | -56.5% | +40.0% | -16.1% |
| 6M | +6.0% | -99.7% | +105.6% | +7.6% |
| YTD | -10.7% | -99.9% | +89.2% | -8.8% |
| 1Y | -6.7% | -99.9% | +93.2% | -4.4% |
| 3Y | +17.1% | -100.0% | +117.1% | +22.9% |
| 5Y | -14.6% | -100.0% | +85.4% | -9.8% |
| All | +22.5% | -100.0% | +122.5% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling