+121.8%
IBM vs ZS
-42.5%
+164.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +3.1% |
| 7D | +3.6% | -3.8% | +7.4% | +4.0% |
| 30D | +1.5% | -6.0% | +7.5% | +2.1% |
| 3M | -12.9% | +32.0% | -44.9% | -15.7% |
| 6M | -3.9% | +2.1% | -6.0% | -5.8% |
| YTD | -17.3% | -26.2% | +8.8% | -17.0% |
| 1Y | -5.0% | -41.2% | +36.2% | -3.1% |
| 3Y | +78.2% | +3.3% | +74.9% | +74.4% |
| All | +121.8% | -42.5% | +164.3% | +118.6% |
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