+144.7%
IBM vs ZS
-44.0%
+188.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -1.5% | -13.4% | +11.9% | 0.0% |
| 30D | +8.4% | -16.6% | +25.0% | +10.4% |
| 3M | +4.2% | +10.3% | -6.1% | +2.6% |
| 6M | +7.9% | +28.1% | -20.2% | +3.2% |
| YTD | -15.2% | -13.3% | -1.8% | -16.5% |
| 1Y | -18.7% | -40.7% | +22.0% | -17.6% |
| 3Y | +79.2% | +11.4% | +67.8% | +72.3% |
| 5Y | +144.7% | -42.2% | +186.9% | +129.9% |
| All | +144.7% | -44.0% | +188.8% | +129.9% |
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 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