-68.3%
ZM vs IVZ
+57.9%
-126.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -2.7% | -2.4% | -0.3% | -1.6% |
| 30D | -10.0% | +2.5% | -12.5% | -11.0% |
| 3M | +1.6% | +17.1% | -15.5% | -6.3% |
| 6M | +25.0% | +35.1% | -10.2% | +6.5% |
| YTD | +10.6% | +24.3% | -13.7% | -2.5% |
| 1Y | +14.0% | +48.7% | -34.7% | -8.8% |
| 3Y | +32.5% | +135.6% | -103.2% | -22.3% |
| 5Y | -68.3% | +60.3% | -128.7% | -78.2% |
| All | -68.3% | +57.9% | -126.2% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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