+105.1%
IWM vs ZCMD
-100.0%
+205.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.3% |
| 7D | +0.1% | -8.0% | +8.1% | +0.2% |
| 30D | -1.3% | -27.9% | +26.6% | -1.0% |
| 3M | +1.6% | -74.6% | +76.2% | +1.5% |
| 6M | +13.6% | -99.5% | +113.0% | +19.2% |
| YTD | +20.8% | -99.7% | +120.5% | +28.5% |
| 1Y | +26.4% | -99.9% | +126.3% | +36.5% |
| 3Y | +60.7% | -100.0% | +160.7% | +82.9% |
| 5Y | +38.2% | -100.0% | +138.2% | +58.3% |
| All | +105.1% | -100.0% | +205.1% | +165.9% |
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