+8.1%
IYR vs ZS
-37.1%
+45.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.7% |
| 7D | -1.2% | -7.8% | +6.6% | -1.3% |
| 30D | -2.9% | +5.0% | -7.9% | -2.8% |
| 3M | +0.8% | +25.5% | -24.7% | +0.9% |
| 6M | +1.9% | +8.7% | -6.8% | +2.2% |
| YTD | +9.6% | -24.5% | +34.1% | +10.7% |
| 1Y | +8.1% | -36.7% | +44.8% | +8.8% |
| All | +8.1% | -37.1% | +45.2% | +8.8% |
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