+54.1%
ZM vs IAG
+545.2%
-491.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -5.7% | -1.1% | -4.6% | -5.6% |
| 30D | -9.1% | +12.1% | -21.2% | -9.7% |
| 3M | +3.5% | +25.5% | -22.0% | +2.0% |
| 6M | +25.7% | -7.1% | +32.8% | +25.6% |
| YTD | +10.8% | +22.9% | -12.1% | +8.3% |
| 1Y | +12.8% | +83.3% | -70.6% | +7.1% |
| 3Y | +33.1% | +808.5% | -775.4% | +11.5% |
| 5Y | -68.3% | +838.0% | -906.3% | -74.3% |
| All | +54.1% | +545.2% | -491.1% | +33.8% |
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