+168.6%
IVZ vs ZCMD
-100.0%
+268.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | +3.1% | -21.6% | +24.7% | +3.4% |
| 3M | +18.2% | -67.4% | +85.5% | +16.8% |
| 6M | +38.6% | -99.4% | +138.1% | +45.2% |
| YTD | +25.9% | -99.7% | +125.7% | +34.4% |
| 1Y | +51.7% | -99.9% | +151.6% | +64.4% |
| 3Y | +138.7% | -100.0% | +238.6% | +174.5% |
| 5Y | +62.8% | -100.0% | +162.8% | +87.2% |
| All | +168.6% | -100.0% | +268.6% | +251.7% |
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