+54.1%
ZM vs INVH
+40.5%
+13.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.7% | -3.0% | -2.7% | -5.1% |
| 30D | -9.1% | -7.5% | -1.6% | -7.5% |
| 3M | +3.5% | -5.5% | +9.0% | +4.8% |
| 6M | +25.7% | +11.7% | +14.0% | +22.4% |
| YTD | +10.8% | +1.3% | +9.4% | +9.9% |
| 1Y | +12.8% | -6.1% | +18.8% | +13.8% |
| 3Y | +33.1% | -9.8% | +42.9% | +34.8% |
| 5Y | -68.3% | -19.7% | -48.6% | -67.9% |
| All | +54.1% | +40.5% | +13.6% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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