+4.7%
IYR vs ZS
-41.7%
+46.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.8% |
| 7D | -1.4% | -3.1% | +1.7% | -1.4% |
| 30D | -2.7% | -7.2% | +4.5% | -2.7% |
| 3M | -2.1% | +30.5% | -32.6% | -2.0% |
| 6M | +3.6% | +7.0% | -3.4% | +4.0% |
| YTD | +8.1% | -26.8% | +35.0% | +8.9% |
| 1Y | +4.7% | -42.6% | +47.3% | +6.9% |
| All | +4.7% | -41.7% | +46.4% | +6.9% |
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