-65.8%
ZM vs IP
-12.7%
-53.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.3% |
| 7D | -9.1% | -5.0% | -4.1% | -7.9% |
| 30D | -5.7% | +6.5% | -12.2% | -7.3% |
| 3M | -11.7% | -18.0% | +6.3% | -7.7% |
| 6M | -18.6% | +10.3% | -28.9% | -21.8% |
| YTD | +2.9% | -9.9% | +12.8% | +3.4% |
| 1Y | +6.3% | -1.1% | +7.3% | +3.5% |
| 3Y | +41.0% | +13.0% | +28.0% | +17.6% |
| All | -65.8% | -12.7% | -53.1% | -68.3% |
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