+132.7%
IBM vs ZS
+599.9%
-467.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +1.6% | -2.6% | +4.2% | +1.8% |
| 30D | +9.2% | -12.8% | +22.0% | +10.5% |
| 3M | +4.9% | +2.3% | +2.7% | +4.3% |
| 6M | +16.8% | +26.3% | -9.5% | +12.5% |
| YTD | -14.3% | -14.4% | +0.1% | -15.0% |
| 1Y | -16.7% | -37.6% | +20.9% | -15.4% |
| 3Y | +82.2% | +8.0% | +74.2% | +76.0% |
| 5Y | +149.9% | -44.9% | +194.8% | +145.9% |
| All | +132.7% | +599.9% | -467.2% | +63.4% |
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