+119.6%
IBM vs ZS
+517.5%
-397.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.5% |
| 7D | -0.3% | -7.8% | +7.5% | +0.4% |
| 30D | +0.3% | +5.0% | -4.8% | -0.3% |
| 3M | -21.6% | +25.5% | -47.1% | -23.5% |
| 6M | -4.7% | +8.7% | -13.4% | -6.7% |
| YTD | -19.1% | -24.5% | +5.4% | -18.6% |
| 1Y | -2.5% | -36.7% | +34.2% | -0.7% |
| 3Y | +74.2% | +7.2% | +66.9% | +69.3% |
| 5Y | +113.1% | -40.9% | +154.1% | +109.4% |
| All | +119.6% | +517.5% | -397.8% | +56.5% |
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