+9.3%
ITOT vs ZCMD
-99.9%
+109.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | -4.8% | -12.9% | +8.1% | -4.7% |
| 30D | -5.9% | -45.3% | +39.4% | -5.6% |
| 3M | -4.9% | -59.4% | +54.5% | -4.5% |
| 6M | +1.4% | -99.8% | +101.2% | +4.0% |
| YTD | +8.4% | -99.9% | +108.2% | +11.5% |
| 1Y | +9.3% | -99.9% | +109.2% | +13.7% |
| All | +9.3% | -99.9% | +109.2% | +13.7% |
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