+74.4%
IQV vs ZCMD
-100.0%
+174.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +1.7% |
| 7D | -2.2% | -5.4% | +3.2% | -2.2% |
| 30D | +8.3% | -24.8% | +33.1% | +8.3% |
| 3M | +44.6% | -62.8% | +107.4% | +44.0% |
| 6M | +52.6% | -99.5% | +152.1% | +57.2% |
| YTD | +16.1% | -99.8% | +115.9% | +21.4% |
| 1Y | +37.3% | -99.9% | +137.2% | +45.3% |
| 3Y | +21.6% | -100.0% | +121.6% | +35.6% |
| 5Y | +0.5% | -100.0% | +100.5% | +12.4% |
| All | +74.4% | -100.0% | +174.4% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling