+61.0%
ZM vs IVZ
+90.5%
-29.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +1.8% |
| 7D | +11.0% | +7.6% | +3.4% | +9.9% |
| 30D | +5.6% | +4.3% | +1.3% | +5.0% |
| 3M | -9.1% | -9.3% | +0.2% | -7.9% |
| 6M | -2.6% | +5.2% | -7.8% | -3.5% |
| YTD | +15.7% | +13.4% | +2.2% | +13.1% |
| 1Y | +18.8% | +25.4% | -6.6% | +14.6% |
| 3Y | +62.2% | +152.5% | -90.3% | +43.6% |
| 5Y | -60.9% | +36.7% | -97.6% | -66.4% |
| All | +61.0% | +90.5% | -29.5% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling