+17.0%
IEFA vs ZS
-31.8%
+48.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | +1.9% | -12.3% | +14.1% | +1.9% |
| 30D | +1.4% | +11.2% | -9.8% | +1.4% |
| 3M | -1.4% | +37.5% | -38.9% | -1.5% |
| 6M | +6.3% | +57.8% | -51.5% | +6.3% |
| YTD | +11.9% | -0.2% | +12.1% | +14.4% |
| 1Y | +17.0% | -31.6% | +48.6% | +20.7% |
| All | +17.0% | -31.8% | +48.8% | +20.7% |
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