-100.0%
ZCMD vs IFF
-22.3%
-77.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.0% | -2.8% | +0.8% | -1.5% |
| 30D | -19.8% | -1.1% | -18.7% | -19.8% |
| 3M | -62.1% | +13.8% | -75.9% | -62.5% |
| 6M | -99.5% | +16.7% | -116.2% | -99.5% |
| YTD | -99.7% | +26.1% | -125.9% | -99.7% |
| 1Y | -99.9% | +33.5% | -133.4% | -99.9% |
| 3Y | -100.0% | +31.6% | -131.6% | -100.0% |
| 5Y | -100.0% | -34.9% | -65.1% | -100.0% |
| All | -100.0% | -22.3% | -77.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling