+9.6%
ZM vs IRE
-97.6%
+107.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.2% | +23.2% | +0.5% |
| 7D | -8.4% | -46.8% | +38.4% | -7.4% |
| 30D | -1.9% | -75.5% | +73.6% | +0.1% |
| 3M | -10.1% | -79.4% | +69.3% | -8.2% |
| 6M | -13.9% | -91.3% | +77.4% | -11.6% |
| YTD | +6.4% | -90.8% | +97.3% | +7.0% |
| 1Y | +9.6% | -97.7% | +107.3% | +11.1% |
| All | +9.6% | -97.6% | +107.1% | +11.1% |
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