+15.0%
ZM vs IRE
-84.0%
+99.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -0.2% |
| 7D | +0.3% | +29.0% | -28.7% | -0.1% |
| 30D | -10.3% | +24.2% | -34.5% | -10.7% |
| 3M | -0.7% | -53.2% | +52.5% | 0.0% |
| 6M | +24.8% | -36.0% | +60.9% | +23.8% |
| YTD | +11.5% | -51.0% | +62.5% | +9.0% |
| All | +15.0% | -84.0% | +99.0% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling