+34.4%
IP vs ZCMD
-100.0%
+134.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +2.2% |
| 7D | -5.3% | -8.0% | +2.7% | -5.2% |
| 30D | -10.9% | -27.9% | +17.0% | -10.7% |
| 3M | +11.2% | -74.6% | +85.8% | +10.7% |
| 6M | -10.2% | -99.5% | +89.2% | -9.2% |
| YTD | -2.0% | -99.7% | +97.8% | -0.3% |
| 1Y | -19.1% | -99.9% | +80.8% | -17.2% |
| 3Y | +20.9% | -100.0% | +120.8% | +26.7% |
| 5Y | -17.8% | -100.0% | +82.2% | -13.9% |
| All | +34.4% | -100.0% | +134.4% | +56.0% |
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