+53.0%
IJR vs ZS
+1.4%
+51.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -2.2% | -3.1% | +0.9% | -1.8% |
| 30D | -4.6% | -7.2% | +2.6% | -3.9% |
| 3M | +0.2% | +30.5% | -30.2% | -3.8% |
| 6M | +14.7% | +7.0% | +7.7% | +10.6% |
| YTD | +18.9% | -26.8% | +45.7% | +23.3% |
| 1Y | +19.9% | -42.6% | +62.5% | +30.9% |
| 3Y | +53.0% | -0.3% | +53.3% | +38.0% |
| All | +53.0% | +1.4% | +51.6% | +38.0% |
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 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