+220.3%
IVV vs ZS
+517.5%
-297.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.2% |
| 7D | +0.1% | -7.8% | +8.0% | +1.2% |
| 30D | +0.1% | +5.0% | -5.0% | -0.8% |
| 3M | +2.0% | +25.5% | -23.5% | -1.6% |
| 6M | +13.0% | +8.7% | +4.3% | +9.2% |
| YTD | +13.6% | -24.5% | +38.1% | +15.2% |
| 1Y | +20.1% | -36.7% | +56.8% | +24.6% |
| 3Y | +77.6% | +7.2% | +70.4% | +67.5% |
| 5Y | +82.5% | -40.9% | +123.4% | +76.8% |
| All | +220.3% | +517.5% | -297.1% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling