+224.9%
IAU vs ZS
+488.9%
-263.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.7% |
| 7D | +0.7% | -9.2% | +9.9% | +0.9% |
| 30D | +0.3% | -4.0% | +4.3% | +0.4% |
| 3M | +0.7% | +25.3% | -24.6% | +0.4% |
| 6M | -15.5% | -1.3% | -14.2% | -15.6% |
| YTD | +1.0% | -28.0% | +29.0% | +1.3% |
| 1Y | +19.6% | -42.5% | +62.1% | +20.4% |
| 3Y | +125.4% | +0.7% | +124.7% | +124.2% |
| 5Y | +140.7% | -42.3% | +183.0% | +139.9% |
| All | +224.9% | +488.9% | -263.9% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling