+92.8%
IWM vs ZCMD
-100.0%
+192.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.3% |
| 7D | +1.4% | -7.7% | +9.1% | +1.5% |
| 30D | +2.3% | -34.8% | +37.1% | +2.7% |
| 3M | -8.3% | -56.3% | +48.0% | -7.7% |
| 6M | -1.3% | -99.7% | +98.4% | +4.1% |
| YTD | +13.5% | -99.9% | +113.4% | +21.5% |
| 1Y | +18.4% | -99.9% | +118.3% | +27.6% |
| 3Y | +69.6% | -100.0% | +169.6% | +92.6% |
| 5Y | +23.3% | -100.0% | +123.3% | +43.0% |
| All | +92.8% | -100.0% | +192.8% | +151.4% |
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