+384.8%
IRM vs ZCMD
-100.0%
+484.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.4% | +1.6% |
| 7D | -0.5% | -8.0% | +7.5% | -0.4% |
| 30D | -8.1% | -27.9% | +19.8% | -8.0% |
| 3M | -9.7% | -74.6% | +64.9% | -9.4% |
| 6M | +10.0% | -99.5% | +109.4% | +13.2% |
| YTD | +43.0% | -99.7% | +142.7% | +48.2% |
| 1Y | +32.7% | -99.9% | +132.6% | +38.3% |
| 3Y | +102.7% | -100.0% | +202.7% | +115.4% |
| 5Y | +187.6% | -100.0% | +287.6% | +207.4% |
| All | +384.8% | -100.0% | +484.8% | +473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling