+23.7%
IYR vs ZCMD
-100.0%
+123.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.8% | +0.8% |
| 7D | -1.4% | -5.4% | +4.1% | -1.3% |
| 30D | -2.7% | -24.8% | +22.1% | -2.6% |
| 3M | -2.1% | -62.8% | +60.7% | -2.6% |
| 6M | +3.6% | -99.5% | +103.1% | +7.9% |
| YTD | +8.1% | -99.8% | +107.9% | +13.6% |
| 1Y | +4.7% | -99.9% | +104.6% | +11.3% |
| 3Y | +29.1% | -100.0% | +129.1% | +41.2% |
| 5Y | +6.9% | -100.0% | +106.9% | +17.1% |
| All | +23.7% | -100.0% | +123.7% | +45.8% |
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