-7.5%
IR vs ZM
+12.7%
-20.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | -1.9% | +0.3% | -2.2% | -1.8% |
| 30D | -15.0% | -10.3% | -4.8% | -15.4% |
| 3M | -0.4% | -0.7% | +0.2% | +0.1% |
| 6M | -15.0% | +24.8% | -39.9% | -14.3% |
| YTD | -7.1% | +11.5% | -18.5% | -6.5% |
| 1Y | -7.5% | +12.3% | -19.9% | -6.3% |
| All | -7.5% | +12.7% | -20.3% | -6.3% |
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