+166.9%
IVV vs ZCMD
-100.0%
+266.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -2.0% | -2.0% | 0.0% | -2.0% |
| 30D | -1.6% | -19.8% | +18.2% | -1.5% |
| 3M | +4.8% | -62.1% | +66.8% | +4.1% |
| 6M | +12.6% | -99.5% | +112.1% | +15.5% |
| YTD | +11.8% | -99.7% | +111.5% | +15.5% |
| 1Y | +17.6% | -99.9% | +117.5% | +22.5% |
| 3Y | +77.0% | -100.0% | +177.0% | +91.3% |
| 5Y | +82.6% | -100.0% | +182.6% | +97.7% |
| All | +166.9% | -100.0% | +266.9% | +219.5% |
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