+24.0%
IWM vs ZS
-41.0%
+64.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -3.9% | -1.5% |
| 7D | -1.1% | -3.8% | +2.7% | -1.0% |
| 30D | -3.1% | -6.0% | +2.9% | -2.9% |
| 3M | +2.2% | +32.0% | -29.8% | +1.0% |
| 6M | +15.1% | +2.1% | +12.9% | +14.7% |
| YTD | +18.6% | -26.2% | +44.7% | +23.3% |
| 1Y | +24.0% | -41.2% | +65.1% | +32.8% |
| All | +24.0% | -41.0% | +64.9% | +32.8% |
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