+76.1%
ITW vs ZCMD
-100.0%
+176.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.2% | +1.2% |
| 7D | -0.7% | -5.4% | +4.7% | -0.7% |
| 30D | -8.3% | -24.8% | +16.4% | -8.2% |
| 3M | +6.0% | -62.8% | +68.8% | +5.2% |
| 6M | 0.0% | -99.5% | +99.5% | +3.3% |
| YTD | +10.2% | -99.8% | +110.0% | +14.6% |
| 1Y | +3.2% | -99.9% | +103.1% | +8.5% |
| 3Y | +21.0% | -100.0% | +121.0% | +30.9% |
| 5Y | +37.9% | -100.0% | +137.9% | +49.3% |
| All | +76.1% | -100.0% | +176.1% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling