-82.0%
IRE vs ZCMD
-99.8%
+17.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.5% | +10.7% | +10.3% |
| 7D | +58.9% | -1.4% | +60.3% | +59.1% |
| 30D | +17.2% | -21.6% | +38.7% | +19.0% |
| 3M | -58.6% | -67.4% | +8.7% | -60.0% |
| 6M | -23.5% | -99.4% | +76.0% | -4.7% |
| YTD | -47.4% | -99.7% | +52.3% | -25.5% |
| All | -82.0% | -99.8% | +17.8% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling