-99.9%
ZCMD vs IFF
+34.4%
-134.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -8.0% | -1.8% | -6.2% | -6.9% |
| 30D | -27.9% | -2.0% | -25.9% | -27.2% |
| 3M | -74.6% | +18.5% | -93.1% | -76.3% |
| 6M | -99.5% | +11.7% | -111.1% | -99.5% |
| YTD | -99.7% | +29.6% | -129.3% | -99.8% |
| 1Y | -99.9% | +35.0% | -134.8% | -99.9% |
| All | -99.9% | +34.4% | -134.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling