+441.5%
IBKR vs ZS
+498.3%
-56.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.1% |
| 7D | -1.3% | -3.1% | +1.7% | -0.9% |
| 30D | -0.2% | -7.2% | +7.0% | +0.8% |
| 3M | +3.0% | +30.5% | -27.5% | -1.7% |
| 6M | +33.9% | +7.0% | +26.9% | +29.4% |
| YTD | +42.5% | -26.8% | +69.3% | +45.8% |
| 1Y | +44.9% | -42.6% | +87.5% | +53.9% |
| 3Y | +293.0% | -0.3% | +293.3% | +278.7% |
| 5Y | +497.7% | -39.2% | +536.9% | +482.6% |
| All | +441.5% | +498.3% | -56.8% | +281.2% |
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