+159.6%
IVV vs ZCMD
-100.0%
+259.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | +0.3% |
| 7D | -2.7% | -4.4% | +1.7% | -2.7% |
| 30D | -5.4% | -43.0% | +37.6% | -5.0% |
| 3M | -4.1% | -54.9% | +50.8% | -3.6% |
| 6M | +0.7% | -99.8% | +100.5% | +4.1% |
| YTD | +8.7% | -99.9% | +108.6% | +12.8% |
| 1Y | +11.0% | -99.9% | +110.9% | +15.6% |
| 3Y | +75.4% | -100.0% | +175.4% | +89.7% |
| 5Y | +68.3% | -100.0% | +168.3% | +84.3% |
| All | +159.6% | -100.0% | +259.6% | +212.1% |
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