+164.8%
IVV vs ZCMD
-100.0%
+264.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.3% |
| 7D | -0.6% | -3.0% | +2.4% | -0.6% |
| 30D | -3.7% | -39.5% | +35.8% | -3.3% |
| 3M | -2.7% | -57.8% | +55.1% | -2.2% |
| 6M | +2.2% | -99.7% | +101.9% | +5.3% |
| YTD | +10.9% | -99.9% | +110.8% | +15.1% |
| 1Y | +11.3% | -99.9% | +111.2% | +15.9% |
| 3Y | +76.9% | -100.0% | +176.9% | +91.2% |
| 5Y | +73.5% | -100.0% | +173.5% | +89.9% |
| All | +164.8% | -100.0% | +264.8% | +218.3% |
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