+54.0%
ZM vs IRM
+352.8%
-298.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | -2.7% | -1.8% | -0.9% | -2.4% |
| 30D | -10.0% | -7.8% | -2.2% | -8.8% |
| 3M | +1.6% | -7.9% | +9.4% | +2.8% |
| 6M | +25.0% | +6.3% | +18.6% | +23.1% |
| YTD | +10.6% | +38.2% | -27.5% | +4.1% |
| 1Y | +14.0% | +19.8% | -5.9% | +9.6% |
| 3Y | +32.5% | +98.8% | -66.3% | +16.0% |
| 5Y | -68.3% | +191.8% | -260.1% | -72.9% |
| All | +54.0% | +352.8% | -298.9% | +46.8% |
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