-6.5%
IBM vs ZS
-42.5%
+36.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | -0.3% | -8.1% | +7.8% | +1.2% |
| 30D | -1.8% | -8.4% | +6.6% | -0.4% |
| 3M | -13.5% | +31.1% | -44.5% | -18.6% |
| 6M | -5.1% | +4.4% | -9.5% | -10.8% |
| YTD | -19.4% | -27.3% | +7.9% | -22.0% |
| 1Y | -6.5% | -41.4% | +34.8% | -5.9% |
| All | -6.5% | -42.5% | +36.0% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling