+9.6%
ZM vs IAG
+56.5%
-47.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.2% | -10.2% | -0.4% |
| 7D | -8.4% | +1.1% | -9.5% | -8.4% |
| 30D | -1.9% | -5.3% | +3.4% | -1.7% |
| 3M | -10.1% | +18.0% | -28.1% | -10.0% |
| 6M | -13.9% | +7.1% | -21.0% | -13.7% |
| YTD | +6.4% | +5.9% | +0.5% | +2.9% |
| 1Y | +9.6% | +59.4% | -49.8% | -2.4% |
| All | +9.6% | +56.5% | -47.0% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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