+185.2%
IGV vs ZS
+498.3%
-313.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -2.9% | -3.1% | +0.2% | -2.0% |
| 30D | -1.5% | -7.2% | +5.7% | +0.7% |
| 3M | +11.7% | +30.5% | -18.8% | +2.4% |
| 6M | +18.4% | +7.0% | +11.5% | +11.9% |
| YTD | -3.9% | -26.8% | +22.9% | +1.7% |
| 1Y | -9.7% | -42.6% | +32.9% | +2.6% |
| 3Y | +38.4% | -0.3% | +38.7% | +29.2% |
| 5Y | +21.6% | -39.2% | +60.8% | +21.3% |
| All | +185.2% | +498.3% | -313.1% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling