-100.0%
ZCMD vs INVH
+6.8%
-106.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | -2.0% | -3.1% | +1.1% | -1.9% |
| 30D | -19.8% | -7.5% | -12.3% | -19.5% |
| 3M | -62.1% | -6.3% | -55.8% | -62.2% |
| 6M | -99.5% | +9.4% | -108.9% | -99.5% |
| YTD | -99.7% | +1.4% | -101.2% | -99.7% |
| 1Y | -99.9% | -4.1% | -95.8% | -99.9% |
| 3Y | -100.0% | -9.2% | -90.8% | -100.0% |
| 5Y | -100.0% | -19.6% | -80.4% | -100.0% |
| All | -100.0% | +6.8% | -106.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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