+377.9%
IRM vs ZCMD
-100.0%
+477.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.1% | +9.1% | +2.0% |
| 7D | -1.4% | -5.4% | +4.0% | -1.4% |
| 30D | -7.4% | -24.8% | +17.4% | -7.3% |
| 3M | -7.4% | -62.8% | +55.4% | -7.5% |
| 6M | +8.7% | -99.5% | +108.2% | +12.0% |
| YTD | +40.9% | -99.8% | +140.7% | +46.1% |
| 1Y | +20.5% | -99.9% | +120.4% | +25.7% |
| 3Y | +101.7% | -100.0% | +201.7% | +114.3% |
| 5Y | +197.7% | -100.0% | +297.7% | +217.6% |
| All | +377.9% | -100.0% | +477.9% | +465.2% |
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 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