+25.8%
IWM vs ZS
-44.0%
+69.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.8% |
| 7D | +0.3% | -13.4% | +13.7% | +2.8% |
| 30D | +0.6% | -16.6% | +17.2% | +3.5% |
| 3M | -6.2% | +10.3% | -16.5% | -8.8% |
| 6M | -0.8% | +28.1% | -28.9% | -8.4% |
| YTD | +14.8% | -13.3% | +28.1% | +13.6% |
| 1Y | +16.1% | -40.7% | +56.9% | +24.8% |
| 3Y | +71.5% | +11.4% | +60.2% | +55.8% |
| 5Y | +25.8% | -42.2% | +67.9% | +18.2% |
| All | +25.8% | -44.0% | +69.8% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling