Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • IRM vs ZCMD✓SelectedUSD · ZCMDIRM vs ZCMD performance historyLatest closeAs of+1.64%09/04
Stock and ETF performance explorer

IRM vs ZCMD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+384.8%
ZCMD return
-100.0%
Excess return
+484.8%
Maximum drawdown
-39.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioZCMDExcessAlpha
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