-3.5%
IR vs ZM
+21.7%
-25.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.4% |
| 7D | -2.8% | +2.9% | -5.8% | -2.7% |
| 30D | -15.1% | +0.7% | -15.8% | -15.0% |
| 3M | +6.1% | -3.7% | +9.8% | +6.4% |
| 6M | -16.8% | +29.9% | -46.7% | -15.9% |
| YTD | -3.5% | +17.4% | -21.0% | -2.7% |
| 1Y | -3.5% | +22.4% | -25.9% | -3.4% |
| All | -3.5% | +21.7% | -25.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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