+18.9%
IWM vs ZS
-31.8%
+50.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +1.0% | -12.3% | +13.2% | +1.3% |
| 30D | +0.2% | +11.2% | -11.0% | -0.1% |
| 3M | -5.6% | +37.5% | -43.1% | -6.5% |
| 6M | +2.7% | +57.8% | -55.1% | +0.7% |
| YTD | +16.2% | -0.2% | +16.4% | +18.6% |
| 1Y | +18.9% | -31.6% | +50.6% | +27.1% |
| All | +18.9% | -31.8% | +50.8% | +27.1% |
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