+71.5%
IWM vs ZS
+14.2%
+57.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.7% |
| 7D | +0.3% | -13.4% | +13.7% | +2.2% |
| 30D | +0.6% | -16.6% | +17.2% | +2.8% |
| 3M | -6.2% | +10.3% | -16.5% | -8.1% |
| 6M | -0.8% | +28.1% | -28.9% | -7.1% |
| YTD | +14.8% | -13.3% | +28.1% | +16.3% |
| 1Y | +16.1% | -40.7% | +56.9% | +29.3% |
| 3Y | +71.5% | +11.4% | +60.2% | +45.7% |
| All | +71.5% | +14.2% | +57.3% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling