-64.5%
ZM vs IP
-9.5%
-55.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.3% |
| 7D | -0.3% | -3.0% | +2.7% | +0.4% |
| 30D | -6.2% | +10.6% | -16.8% | -8.6% |
| 3M | -12.2% | -13.6% | +1.3% | -9.4% |
| 6M | -16.0% | +10.4% | -26.4% | -19.2% |
| YTD | +6.3% | -6.5% | +12.8% | +5.8% |
| 1Y | +12.3% | -2.1% | +14.4% | +10.1% |
| 3Y | +51.2% | +22.0% | +29.2% | +22.3% |
| 5Y | -64.5% | -9.7% | -54.8% | -67.4% |
| All | -64.5% | -9.5% | -55.0% | -67.4% |
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