+83.3%
IEMG vs ZS
+1.4%
+81.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -1.3% | -3.1% | +1.8% | -1.1% |
| 30D | +1.9% | -7.2% | +9.1% | +2.4% |
| 3M | +1.4% | +30.5% | -29.1% | -1.2% |
| 6M | +15.2% | +7.0% | +8.2% | +12.8% |
| YTD | +23.8% | -26.8% | +50.7% | +26.9% |
| 1Y | +30.7% | -42.6% | +73.3% | +38.1% |
| 3Y | +83.3% | -0.3% | +83.6% | +67.4% |
| All | +83.3% | +1.4% | +81.9% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling