+124.9%
IVZ vs ZCMD
-100.0%
+224.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -2.4% | -4.4% | +2.0% | -2.4% |
| 30D | -11.2% | -43.0% | +31.8% | -10.3% |
| 3M | -14.0% | -54.9% | +40.9% | -13.0% |
| 6M | +0.5% | -99.8% | +100.2% | +7.3% |
| YTD | +5.4% | -99.9% | +105.3% | +13.5% |
| 1Y | +19.5% | -99.9% | +119.4% | +29.7% |
| 3Y | +128.7% | -100.0% | +228.7% | +163.8% |
| 5Y | +28.8% | -100.0% | +128.8% | +51.1% |
| All | +124.9% | -100.0% | +224.9% | +197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling