-100.0%
ZCMD vs IBN
+27.4%
-127.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.9% | -8.9% | -6.6% |
| 7D | -5.4% | -3.0% | -2.4% | -6.0% |
| 30D | -24.8% | -1.5% | -23.3% | -24.8% |
| 3M | -62.8% | +7.9% | -70.7% | -62.9% |
| 6M | -99.5% | +8.6% | -108.2% | -99.5% |
| YTD | -99.8% | -0.6% | -99.2% | -99.8% |
| 1Y | -99.9% | -7.3% | -92.6% | -99.9% |
| 3Y | -100.0% | +26.2% | -126.2% | -100.0% |
| All | -100.0% | +27.4% | -127.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling