+21.2%
ZM vs IRE
-84.4%
+105.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +14.0% | -10.7% | +3.0% |
| 7D | +2.9% | +54.8% | -51.8% | +2.2% |
| 30D | +0.7% | +18.4% | -17.7% | +0.3% |
| 3M | -3.7% | -66.7% | +63.0% | -2.5% |
| 6M | +29.9% | -52.3% | +82.2% | +29.5% |
| YTD | +17.4% | -52.3% | +69.7% | +14.9% |
| All | +21.2% | -84.4% | +105.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling