-67.5%
ZM vs IRM
+190.5%
-258.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +0.3% | +3.0% | -2.7% | -0.7% |
| 30D | -10.3% | -5.2% | -5.1% | -8.6% |
| 3M | -0.7% | -8.0% | +7.4% | +2.0% |
| 6M | +24.8% | +9.2% | +15.7% | +18.9% |
| YTD | +11.5% | +41.0% | -29.5% | -4.8% |
| 1Y | +12.3% | +23.3% | -10.9% | +0.7% |
| 3Y | +33.5% | +102.8% | -69.4% | -15.5% |
| 5Y | -67.5% | +192.8% | -260.3% | -83.7% |
| All | -67.5% | +190.5% | -258.0% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling