+33.1%
ZM vs IFF
+29.0%
+4.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -5.7% | -3.2% | -2.5% | -5.4% |
| 30D | -9.1% | -0.3% | -8.8% | -9.1% |
| 3M | +3.5% | +8.4% | -4.9% | +2.4% |
| 6M | +25.7% | +23.0% | +2.6% | +21.0% |
| YTD | +10.8% | +25.5% | -14.7% | +5.8% |
| 1Y | +12.8% | +29.1% | -16.3% | +6.9% |
| 3Y | +33.1% | +31.7% | +1.5% | +19.0% |
| All | +33.1% | +29.0% | +4.2% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling