+58.2%
ZM vs IP
+17.1%
+41.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.3% | +9.2% | +8.0% |
| 7D | +6.8% | -2.8% | +9.6% | +7.0% |
| 30D | +0.1% | +9.2% | -9.1% | -0.6% |
| 3M | -7.5% | -16.1% | +8.6% | -6.4% |
| 6M | -8.4% | +9.6% | -18.0% | -9.3% |
| YTD | +13.7% | -8.8% | +22.4% | +13.9% |
| 1Y | +15.9% | -5.5% | +21.5% | +15.8% |
| 3Y | +58.0% | +19.6% | +38.4% | +56.5% |
| 5Y | -60.4% | -13.5% | -46.9% | -62.0% |
| All | +58.2% | +17.1% | +41.1% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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