-100.0%
ZCMD vs IBN
+53.6%
-153.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.0% |
| 7D | -4.1% | -5.1% | +1.0% | -4.2% |
| 30D | -22.7% | -3.5% | -19.2% | -22.7% |
| 3M | -62.5% | +11.3% | -73.8% | -63.2% |
| 6M | -99.5% | +4.4% | -103.9% | -99.5% |
| YTD | -99.7% | -1.8% | -97.9% | -99.7% |
| 1Y | -99.9% | -8.0% | -91.9% | -99.9% |
| 3Y | -100.0% | +27.1% | -127.1% | -100.0% |
| All | -100.0% | +53.6% | -153.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling