+32.7%
IRM vs ZCMD
-99.9%
+132.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.6% |
| 7D | -0.5% | -8.0% | +7.6% | -0.4% |
| 30D | -8.1% | -27.9% | +19.8% | -8.0% |
| 3M | -9.7% | -74.6% | +64.9% | -8.5% |
| 6M | +10.0% | -99.5% | +109.4% | +17.3% |
| YTD | +43.0% | -99.7% | +142.7% | +57.3% |
| 1Y | +32.7% | -99.9% | +132.6% | +51.2% |
| All | +32.7% | -99.9% | +132.6% | +51.2% |
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