+159.1%
ITOT vs ZCMD
-100.0%
+259.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +0.9% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -1.5% | -24.8% | +23.3% | -1.3% |
| 3M | +3.6% | -62.8% | +66.4% | +2.9% |
| 6M | +13.7% | -99.5% | +113.2% | +17.0% |
| YTD | +12.9% | -99.8% | +112.7% | +17.1% |
| 1Y | +17.2% | -99.9% | +117.1% | +22.7% |
| 3Y | +75.6% | -100.0% | +175.6% | +91.0% |
| 5Y | +75.5% | -100.0% | +175.5% | +91.3% |
| All | +159.1% | -100.0% | +259.1% | +211.2% |
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 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