+7.5%
ZM vs IRE
-97.2%
+104.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +39.6% | -38.4% | +0.2% |
| 7D | -5.9% | -27.2% | +21.3% | -5.6% |
| 30D | -5.2% | -75.1% | +70.0% | -3.2% |
| 3M | -11.3% | -77.9% | +66.6% | -9.5% |
| 6M | -14.5% | -94.6% | +80.1% | -11.4% |
| YTD | +4.2% | -91.5% | +95.7% | +4.4% |
| 1Y | +9.3% | -97.8% | +107.1% | +12.5% |
| All | +7.5% | -97.2% | +104.7% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling