+55.1%
ZM vs IFF
-24.4%
+79.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.1% |
| 7D | +0.3% | -3.0% | +3.4% | +0.8% |
| 30D | -10.3% | -0.9% | -9.4% | -10.2% |
| 3M | -0.7% | +11.8% | -12.5% | -2.5% |
| 6M | +24.8% | +16.5% | +8.3% | +20.9% |
| YTD | +11.5% | +26.5% | -15.1% | +6.3% |
| 1Y | +12.3% | +32.7% | -20.4% | +6.1% |
| 3Y | +33.5% | +32.0% | +1.5% | +24.9% |
| 5Y | -67.5% | -36.1% | -31.4% | -68.0% |
| All | +55.1% | -24.4% | +79.5% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling