+61.0%
ZM vs IT
+22.7%
+38.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +2.0% |
| 7D | +11.0% | +1.1% | +10.0% | +10.7% |
| 30D | +5.6% | -1.8% | +7.5% | +5.4% |
| 3M | -9.1% | +4.8% | -14.0% | -11.5% |
| 6M | -2.6% | +33.0% | -35.6% | -12.4% |
| YTD | +15.7% | -23.8% | +39.5% | +20.3% |
| 1Y | +18.8% | -16.5% | +35.3% | +20.2% |
| 3Y | +62.2% | -53.6% | +115.8% | +90.9% |
| 5Y | -60.9% | -42.1% | -18.7% | -58.1% |
| All | +61.0% | +22.7% | +38.2% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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