+17.1%
IWM vs ZS
-41.1%
+58.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -0.3% | -13.7% | +13.3% | +0.2% |
| 30D | +1.9% | -14.2% | +16.0% | +2.4% |
| 3M | -5.7% | +8.5% | -14.2% | -5.8% |
| 6M | -0.3% | +30.2% | -30.5% | -1.4% |
| YTD | +15.8% | -13.8% | +29.6% | +18.6% |
| 1Y | +17.1% | -41.5% | +58.6% | +25.2% |
| All | +17.1% | -41.1% | +58.2% | +25.2% |
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