+61.0%
ZM vs IAG
+451.6%
-390.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +2.1% |
| 7D | +11.0% | -7.7% | +18.7% | +11.5% |
| 30D | +5.6% | +1.6% | +4.1% | +5.4% |
| 3M | -9.1% | -2.4% | -6.7% | -9.2% |
| 6M | -2.6% | -7.8% | +5.3% | -2.5% |
| YTD | +15.7% | +5.0% | +10.6% | +13.9% |
| 1Y | +18.8% | +25.7% | -6.9% | +15.6% |
| 3Y | +62.2% | +694.5% | -632.3% | +36.8% |
| 5Y | -60.9% | +421.7% | -482.5% | -67.4% |
| All | +61.0% | +451.6% | -390.6% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling