+108.2%
IWM vs ZM
+55.9%
+52.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.1% |
| 7D | +0.1% | +2.9% | -2.9% | -0.3% |
| 30D | -1.3% | +0.7% | -1.9% | -1.4% |
| 3M | +1.6% | -3.7% | +5.3% | +1.8% |
| 6M | +13.6% | +29.9% | -16.3% | +9.3% |
| YTD | +20.8% | +17.4% | +3.3% | +17.3% |
| 1Y | +26.4% | +22.4% | +4.0% | +22.0% |
| 3Y | +60.7% | +41.3% | +19.4% | +51.6% |
| 5Y | +38.2% | -66.0% | +104.2% | +35.7% |
| All | +108.2% | +55.9% | +52.3% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling