+140.1%
IVZ vs ZCMD
-100.0%
+240.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +6.7% |
| 7D | +4.1% | +9.1% | -4.9% | +3.9% |
| 30D | -2.0% | -37.1% | +35.1% | -1.2% |
| 3M | -7.8% | -53.7% | +45.9% | -6.8% |
| 6M | +6.3% | -99.7% | +106.0% | +12.5% |
| YTD | +12.6% | -99.9% | +112.4% | +21.1% |
| 1Y | +27.6% | -99.9% | +127.5% | +38.4% |
| 3Y | +154.0% | -100.0% | +254.0% | +192.7% |
| 5Y | +37.3% | -100.0% | +137.3% | +60.8% |
| All | +140.1% | -100.0% | +240.1% | +216.9% |
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