+104.4%
IWM vs ZM
+48.0%
+56.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -1.1% | +0.3% | -1.5% | -1.2% |
| 30D | -3.1% | -10.3% | +7.2% | -2.0% |
| 3M | +2.2% | -0.7% | +2.9% | +2.0% |
| 6M | +15.1% | +24.8% | -9.7% | +11.3% |
| YTD | +18.6% | +11.5% | +7.1% | +15.8% |
| 1Y | +24.0% | +12.3% | +11.7% | +20.9% |
| 3Y | +63.7% | +33.5% | +30.2% | +55.5% |
| 5Y | +38.2% | -67.5% | +105.7% | +36.6% |
| All | +104.4% | +48.0% | +56.4% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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