-97.2%
IRE vs ZCMD
-99.9%
+2.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.8% |
| 7D | -15.5% | +9.1% | -24.6% | -16.0% |
| 30D | -70.4% | -37.1% | -33.3% | -69.0% |
| 3M | -81.6% | -53.7% | -27.9% | -80.3% |
| 6M | -94.7% | -99.7% | +5.0% | -92.9% |
| YTD | -91.8% | -99.9% | +8.1% | -87.7% |
| 1Y | -97.6% | -99.9% | +2.3% | -96.7% |
| All | -97.2% | -99.9% | +2.7% | -96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling