-100.0%
ZCMD vs IAG
+817.0%
-917.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.8% |
| 7D | -4.1% | +1.7% | -5.8% | -4.3% |
| 30D | -22.7% | +11.4% | -34.2% | -23.5% |
| 3M | -62.5% | +33.0% | -95.5% | -63.3% |
| 6M | -99.5% | -6.0% | -93.5% | -99.5% |
| YTD | -99.7% | +24.6% | -124.3% | -99.7% |
| 1Y | -99.9% | +105.0% | -204.9% | -99.9% |
| 3Y | -100.0% | +837.9% | -937.9% | -100.0% |
| All | -100.0% | +817.0% | -917.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling