+13.4%
IJH vs ZS
-41.7%
+55.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.8% |
| 7D | -1.9% | -3.1% | +1.2% | -1.8% |
| 30D | -4.6% | -7.2% | +2.6% | -4.4% |
| 3M | -1.2% | +30.5% | -31.6% | -1.9% |
| 6M | +9.4% | +7.0% | +2.4% | +9.0% |
| YTD | +13.3% | -26.8% | +40.2% | +16.7% |
| 1Y | +13.4% | -42.6% | +56.0% | +19.6% |
| All | +13.4% | -41.7% | +55.0% | +19.6% |
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