+63.4%
ZM vs IRM
+368.7%
-305.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.6% | +3.0% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +0.7% | -8.1% | +8.8% | +2.0% |
| 3M | -3.7% | -9.7% | +6.0% | -2.2% |
| 6M | +29.9% | +10.0% | +19.9% | +27.2% |
| YTD | +17.4% | +43.0% | -25.6% | +9.8% |
| 1Y | +22.4% | +32.7% | -10.3% | +15.7% |
| 3Y | +41.3% | +102.7% | -61.4% | +23.3% |
| 5Y | -66.0% | +187.6% | -253.6% | -71.3% |
| All | +63.4% | +368.7% | -305.3% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling