+0.6%
ZS vs IAG
+817.0%
-816.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.4% | +2.4% |
| 7D | -3.8% | +1.7% | -5.5% | -4.0% |
| 30D | -6.0% | +11.4% | -17.4% | -7.0% |
| 3M | +32.0% | +33.0% | -1.0% | +28.1% |
| 6M | +2.1% | -6.0% | +8.1% | +2.0% |
| YTD | -26.2% | +24.6% | -50.7% | -29.4% |
| 1Y | -41.2% | +105.0% | -146.1% | -48.0% |
| All | +0.6% | +817.0% | -816.3% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling