-41.4%
ZS vs IAG
+94.1%
-135.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.6% |
| 7D | -8.1% | -4.1% | -4.0% | -8.0% |
| 30D | -8.4% | +10.6% | -19.1% | -8.4% |
| 3M | +31.1% | +35.4% | -4.3% | +31.0% |
| 6M | +4.4% | -9.5% | +13.9% | +3.9% |
| YTD | -27.3% | +21.8% | -49.1% | -28.6% |
| 1Y | -41.4% | +84.1% | -125.5% | -48.9% |
| All | -41.4% | +94.1% | -135.5% | -48.9% |
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