-99.9%
ZCMD vs IAG
+84.7%
-184.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.2% |
| 7D | -2.0% | -4.1% | +2.0% | -1.0% |
| 30D | -19.8% | +10.6% | -30.4% | -22.4% |
| 3M | -62.1% | +35.4% | -97.4% | -64.7% |
| 6M | -99.5% | -9.5% | -89.9% | -99.5% |
| YTD | -99.7% | +21.8% | -121.6% | -99.8% |
| All | -99.9% | +84.7% | -184.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling