-62.2%
ZM vs IP
-13.5%
-48.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.8% |
| 7D | +11.0% | -0.3% | +11.3% | +11.1% |
| 30D | +5.6% | +7.9% | -2.3% | +3.5% |
| 3M | -9.1% | -15.3% | +6.2% | -5.7% |
| 6M | -2.6% | +10.5% | -13.1% | -6.4% |
| YTD | +15.7% | -9.4% | +25.0% | +16.0% |
| 1Y | +18.8% | -4.6% | +23.4% | +17.1% |
| 3Y | +62.2% | +21.2% | +40.9% | +30.1% |
| All | -62.2% | -13.5% | -48.6% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling