-36.7%
ZS vs IAG
+119.5%
-156.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.5% |
| 7D | -7.8% | -0.5% | -7.3% | -7.8% |
| 30D | +5.0% | +28.9% | -23.8% | +4.8% |
| 3M | +25.5% | +19.1% | +6.4% | +25.3% |
| 6M | +8.7% | -10.3% | +19.0% | +8.3% |
| YTD | -24.5% | +24.2% | -48.7% | -25.9% |
| 1Y | -36.7% | +116.5% | -153.2% | -40.6% |
| All | -36.7% | +119.5% | -156.2% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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