+55.5%
ZM vs IVZ
+111.4%
-55.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -4.5% |
| 7D | +1.6% | +1.1% | +0.5% | +1.5% |
| 30D | -7.7% | +3.1% | -10.8% | -8.1% |
| 3M | -4.7% | +18.2% | -22.8% | -6.9% |
| 6M | +24.4% | +38.6% | -14.2% | +18.6% |
| YTD | +11.8% | +25.9% | -14.1% | +7.8% |
| 1Y | +13.4% | +51.7% | -38.3% | +6.6% |
| 3Y | +33.8% | +138.7% | -104.8% | +18.3% |
| 5Y | -67.2% | +62.8% | -129.9% | -71.9% |
| All | +55.5% | +111.4% | -55.9% | +121.5% |
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