+40.0%
IWM vs ZS
-42.6%
+82.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | +0.4% |
| 7D | +1.4% | -9.2% | +10.6% | +3.1% |
| 30D | -2.3% | -4.0% | +1.7% | -1.9% |
| 3M | +4.0% | +25.3% | -21.3% | -0.9% |
| 6M | +17.9% | -1.3% | +19.2% | +14.4% |
| YTD | +20.2% | -28.0% | +48.2% | +23.9% |
| 1Y | +25.0% | -42.5% | +67.5% | +34.8% |
| 3Y | +66.0% | +0.7% | +65.3% | +53.9% |
| 5Y | +40.0% | -42.3% | +82.3% | +33.1% |
| All | +40.0% | -42.6% | +82.7% | +33.1% |
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 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