+138.7%
IAU vs ZS
-43.4%
+182.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -3.4% | -8.1% | +4.7% | -3.3% |
| 30D | -1.1% | -8.4% | +7.3% | -1.0% |
| 3M | +5.8% | +31.1% | -25.2% | +5.5% |
| 6M | -16.9% | +4.4% | -21.3% | -17.0% |
| YTD | +0.1% | -27.3% | +27.4% | +0.6% |
| 1Y | +18.4% | -41.4% | +59.8% | +19.4% |
| 3Y | +123.6% | +1.7% | +121.9% | +122.3% |
| 5Y | +138.7% | -39.6% | +178.3% | +136.3% |
| All | +138.7% | -43.4% | +182.2% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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