+196.9%
IVV vs ZM
+55.9%
+141.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.7% |
| 7D | +0.1% | +2.9% | -2.8% | -0.2% |
| 30D | +0.1% | +0.7% | -0.6% | -0.1% |
| 3M | +2.0% | -3.7% | +5.7% | +2.2% |
| 6M | +13.0% | +29.9% | -16.8% | +9.8% |
| YTD | +13.6% | +17.4% | -3.8% | +11.1% |
| 1Y | +20.1% | +22.4% | -2.3% | +16.9% |
| 3Y | +77.6% | +41.3% | +36.3% | +69.6% |
| 5Y | +82.5% | -66.0% | +148.5% | +79.4% |
| All | +196.9% | +55.9% | +141.0% | +175.8% |
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