-31.6%
ZS vs IAG
+56.5%
-88.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.2% | -10.5% | -0.1% |
| 7D | -12.3% | +1.1% | -13.4% | -12.2% |
| 30D | +11.2% | -5.3% | +16.5% | +11.2% |
| 3M | +37.5% | +18.0% | +19.5% | +37.8% |
| 6M | +57.8% | +7.1% | +50.7% | +58.2% |
| YTD | -0.2% | +5.9% | -6.2% | -2.3% |
| 1Y | -31.6% | +59.4% | -91.0% | -36.3% |
| All | -31.6% | +56.5% | -88.2% | -36.3% |
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