-100.0%
ZCMD vs IBN
+105.2%
-205.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -2.0% | -5.5% | +3.4% | -1.7% |
| 30D | -19.8% | -3.4% | -16.4% | -19.7% |
| 3M | -62.1% | +8.7% | -70.7% | -62.6% |
| 6M | -99.5% | +3.7% | -103.2% | -99.5% |
| YTD | -99.7% | -2.4% | -97.4% | -99.7% |
| 1Y | -99.9% | -8.1% | -91.8% | -99.9% |
| 3Y | -100.0% | +26.3% | -126.3% | -100.0% |
| 5Y | -100.0% | +54.9% | -154.9% | -100.0% |
| All | -100.0% | +105.2% | -205.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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