-97.7%
IRE vs ZCMD
-99.9%
+2.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -3.0% | -20.2% | -22.9% |
| 7D | -46.8% | -13.3% | -33.5% | -45.8% |
| 30D | -75.5% | -49.6% | -25.9% | -73.8% |
| 3M | -79.4% | -54.6% | -24.8% | -78.0% |
| 6M | -91.3% | -99.8% | +8.5% | -88.1% |
| YTD | -90.8% | -99.9% | +9.0% | -86.4% |
| 1Y | -97.7% | -99.9% | +2.2% | -97.0% |
| All | -97.7% | -99.9% | +2.2% | -97.0% |
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 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