+40.0%
IWM vs ZCMD
-100.0%
+140.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +1.4% | -1.4% | +2.8% | +1.4% |
| 30D | -2.3% | -21.6% | +19.3% | -2.2% |
| 3M | +4.0% | -67.4% | +71.3% | +3.8% |
| 6M | +17.9% | -99.4% | +117.4% | +20.6% |
| YTD | +20.2% | -99.7% | +120.0% | +23.8% |
| 1Y | +25.0% | -99.9% | +124.9% | +29.5% |
| 3Y | +66.0% | -100.0% | +166.0% | +74.0% |
| 5Y | +40.0% | -100.0% | +140.0% | +46.6% |
| All | +40.0% | -100.0% | +140.0% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling