+108.4%
IWM vs ZS
+517.5%
-409.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.0% |
| 7D | +0.1% | -7.8% | +7.9% | +1.3% |
| 30D | -1.3% | +5.0% | -6.3% | -2.3% |
| 3M | +1.6% | +25.5% | -23.9% | -2.4% |
| 6M | +13.6% | +8.7% | +4.9% | +9.1% |
| YTD | +20.8% | -24.5% | +45.3% | +22.6% |
| 1Y | +26.4% | -36.7% | +63.1% | +31.8% |
| 3Y | +60.7% | +7.2% | +53.5% | +50.9% |
| 5Y | +38.2% | -40.9% | +79.1% | +33.7% |
| All | +108.4% | +517.5% | -409.1% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling