-97.6%
IRE vs ZCMD
-99.9%
+2.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -3.8% | -12.0% | -15.4% |
| 7D | -41.9% | -3.0% | -38.9% | -41.6% |
| 30D | -75.1% | -39.5% | -35.6% | -73.7% |
| 3M | -82.4% | -57.8% | -24.6% | -81.0% |
| 6M | -95.5% | -99.7% | +4.1% | -94.0% |
| YTD | -93.1% | -99.9% | +6.8% | -89.6% |
| 1Y | -97.8% | -99.9% | +2.1% | -96.9% |
| All | -97.6% | -99.9% | +2.3% | -96.8% |
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