-100.0%
ZCMD vs IBN
+115.5%
-215.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.7% |
| 7D | -8.0% | +1.4% | -9.4% | -8.1% |
| 30D | -27.9% | -0.3% | -27.6% | -27.9% |
| 3M | -74.6% | +17.1% | -91.7% | -75.1% |
| 6M | -99.5% | +3.4% | -102.8% | -99.5% |
| YTD | -99.7% | +2.5% | -102.3% | -99.7% |
| 1Y | -99.9% | -4.2% | -95.7% | -99.9% |
| 3Y | -100.0% | +32.4% | -132.4% | -100.0% |
| 5Y | -100.0% | +59.2% | -159.2% | -100.0% |
| All | -100.0% | +115.5% | -215.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling