+184.2%
IVV vs ZM
+38.3%
+145.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -2.7% | -5.9% | +3.2% | -2.1% |
| 30D | -5.4% | -5.2% | -0.2% | -4.9% |
| 3M | -4.1% | -11.3% | +7.2% | -3.1% |
| 6M | +0.7% | -14.5% | +15.2% | +1.8% |
| YTD | +8.7% | +4.2% | +4.6% | +7.5% |
| 1Y | +11.0% | +9.3% | +1.7% | +9.1% |
| 3Y | +75.4% | +45.4% | +30.0% | +67.4% |
| 5Y | +68.3% | -66.0% | +134.4% | +67.1% |
| All | +184.2% | +38.3% | +145.9% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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