+7.1%
IYR vs ZM
-67.6%
+74.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -2.4% | -10.3% | +7.9% | -1.0% |
| 3M | -2.0% | -0.7% | -1.3% | -2.3% |
| 6M | +2.5% | +24.8% | -22.3% | -2.1% |
| YTD | +8.3% | +11.5% | -3.2% | +4.8% |
| 1Y | +6.5% | +12.3% | -5.9% | +2.6% |
| 3Y | +29.3% | +33.5% | -4.1% | +18.9% |
| All | +7.1% | -67.6% | +74.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling