+197.8%
IRM vs ZCMD
-100.0%
+297.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -0.7% |
| 7D | +3.0% | -4.1% | +7.2% | +3.0% |
| 30D | -5.2% | -22.7% | +17.5% | -5.2% |
| 3M | -8.0% | -62.5% | +54.5% | -7.8% |
| 6M | +9.2% | -99.5% | +108.6% | +10.7% |
| YTD | +41.0% | -99.7% | +140.7% | +43.4% |
| 1Y | +23.3% | -99.9% | +123.1% | +25.3% |
| 3Y | +102.8% | -100.0% | +202.8% | +103.5% |
| All | +197.8% | -100.0% | +297.8% | +197.8% |
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 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