+137.4%
IVZ vs ZCMD
-100.0%
+237.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.8% |
| 7D | +1.2% | -4.1% | +5.3% | +1.2% |
| 30D | +1.8% | -22.7% | +24.5% | +2.0% |
| 3M | +15.7% | -62.5% | +78.2% | +14.6% |
| 6M | +36.3% | -99.5% | +135.8% | +38.2% |
| YTD | +24.9% | -99.7% | +124.7% | +27.5% |
| 1Y | +48.9% | -99.9% | +148.8% | +52.6% |
| All | +137.4% | -100.0% | +237.4% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling