+395.4%
ZS vs IAG
+310.0%
+85.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | -8.1% | -4.1% | -4.0% | -7.7% |
| 30D | -8.4% | +10.6% | -19.1% | -9.3% |
| 3M | +31.1% | +35.4% | -4.3% | +27.5% |
| 6M | +4.4% | -9.5% | +13.9% | +4.5% |
| YTD | -27.3% | +21.8% | -49.1% | -29.6% |
| 1Y | -41.4% | +84.1% | -125.5% | -45.5% |
| 3Y | +1.7% | +817.4% | -815.7% | -18.5% |
| 5Y | -39.6% | +830.1% | -869.7% | -53.2% |
| All | +395.4% | +310.0% | +85.4% | +246.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling