+213.8%
IVV vs ZS
+623.8%
-410.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +0.1% | -11.1% | +11.2% | +1.7% |
| 30D | -3.3% | -14.8% | +11.5% | -1.4% |
| 3M | -2.4% | +18.0% | -20.4% | -5.3% |
| 6M | +2.6% | +30.8% | -28.2% | -3.5% |
| YTD | +11.3% | -11.5% | +22.8% | +9.9% |
| 1Y | +13.4% | -37.8% | +51.2% | +17.8% |
| 3Y | +80.3% | +16.6% | +63.7% | +67.5% |
| 5Y | +72.7% | -43.6% | +116.3% | +66.9% |
| All | +213.8% | +623.8% | -410.0% | +116.3% |
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