+139.8%
IVZ vs ZCMD
-100.0%
+239.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.1% |
| 7D | +2.2% | -3.0% | +5.2% | +2.2% |
| 30D | -2.2% | -39.5% | +37.3% | -1.3% |
| 3M | -8.4% | -57.8% | +49.4% | -7.2% |
| 6M | +6.2% | -99.7% | +105.8% | +12.5% |
| YTD | +12.4% | -99.9% | +112.3% | +21.0% |
| 1Y | +26.0% | -99.9% | +125.9% | +36.6% |
| 3Y | +147.9% | -100.0% | +247.9% | +185.6% |
| 5Y | +38.8% | -100.0% | +138.8% | +62.9% |
| All | +139.8% | -100.0% | +239.8% | +216.7% |
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 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