+19.4%
ZM vs IRE
-98.1%
+117.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.4% | +16.5% | +2.5% |
| 7D | +11.0% | -31.8% | +42.9% | +12.0% |
| 30D | +5.6% | -71.8% | +77.4% | +7.9% |
| 3M | -9.1% | -88.9% | +79.8% | -6.1% |
| 6M | -2.6% | -95.4% | +92.8% | +1.6% |
| YTD | +15.7% | -94.2% | +109.9% | +16.9% |
| 1Y | +18.8% | -97.1% | +115.8% | +21.3% |
| All | +19.4% | -98.1% | +117.5% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling