-62.2%
ZM vs IRM
+187.5%
-249.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.4% |
| 7D | +11.0% | +6.8% | +4.2% | +8.3% |
| 30D | +5.6% | +2.6% | +3.0% | +4.4% |
| 3M | -9.1% | -9.5% | +0.3% | -6.1% |
| 6M | -2.6% | -8.5% | +5.9% | -0.4% |
| YTD | +15.7% | +40.3% | -24.6% | -1.6% |
| 1Y | +18.8% | +28.7% | -9.9% | +4.6% |
| 3Y | +62.2% | +111.8% | -49.7% | -1.9% |
| All | -62.2% | +187.5% | -249.6% | -81.6% |
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