+61.0%
ZM vs IRM
+359.8%
-298.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.3% |
| 7D | +11.0% | +6.8% | +4.2% | +9.8% |
| 30D | +5.6% | +2.6% | +3.0% | +5.1% |
| 3M | -9.1% | -9.5% | +0.3% | -7.8% |
| 6M | -2.6% | -8.5% | +5.9% | -1.5% |
| YTD | +15.7% | +40.3% | -24.6% | +8.4% |
| 1Y | +18.8% | +28.7% | -9.9% | +12.9% |
| 3Y | +62.2% | +111.8% | -49.7% | +40.6% |
| 5Y | -60.9% | +189.1% | -250.0% | -66.7% |
| All | +61.0% | +359.8% | -298.8% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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