-100.0%
ZCMD vs IAG
+485.1%
-585.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.4% |
| 7D | -8.0% | -0.5% | -7.5% | -7.9% |
| 30D | -27.9% | +28.9% | -56.8% | -30.5% |
| 3M | -74.6% | +19.1% | -93.7% | -75.1% |
| 6M | -99.5% | -10.3% | -89.2% | -99.5% |
| YTD | -99.7% | +24.2% | -123.9% | -99.8% |
| 1Y | -99.9% | +116.5% | -216.4% | -99.9% |
| 3Y | -100.0% | +742.8% | -842.8% | -100.0% |
| 5Y | -100.0% | +753.3% | -853.3% | -100.0% |
| All | -100.0% | +485.1% | -585.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling