-83.7%
IRE vs ZCMD
-99.8%
+16.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.8% | +17.7% | +14.3% |
| 7D | +54.8% | -8.0% | +62.8% | +55.9% |
| 30D | +18.4% | -27.9% | +46.3% | +21.3% |
| 3M | -66.7% | -74.6% | +7.9% | -66.8% |
| 6M | -52.3% | -99.5% | +47.1% | -40.4% |
| YTD | -52.3% | -99.7% | +47.4% | -32.4% |
| All | -83.7% | -99.8% | +16.2% | -79.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling