+6.5%
IYR vs ZS
-38.5%
+45.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.7% |
| 7D | -1.4% | -3.1% | +1.7% | -1.1% |
| 30D | -2.7% | -7.2% | +4.5% | -2.1% |
| 3M | -2.1% | +30.5% | -32.6% | -5.2% |
| 6M | +3.6% | +7.0% | -3.4% | +0.9% |
| YTD | +8.1% | -26.8% | +35.0% | +10.1% |
| 1Y | +4.7% | -42.6% | +47.3% | +9.7% |
| 3Y | +29.1% | -0.3% | +29.4% | +22.3% |
| All | +6.5% | -38.5% | +45.0% | -0.4% |
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