-38.6%
ZS vs IAG
+817.0%
-855.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.4% | +2.3% |
| 7D | -3.8% | +1.7% | -5.5% | -4.0% |
| 30D | -6.0% | +11.4% | -17.4% | -7.3% |
| 3M | +32.0% | +33.0% | -1.0% | +26.9% |
| 6M | +2.1% | -6.0% | +8.1% | +1.8% |
| YTD | -26.2% | +24.6% | -50.7% | -29.9% |
| 1Y | -41.2% | +105.0% | -146.1% | -48.6% |
| 3Y | +3.3% | +837.9% | -834.6% | -29.8% |
| All | -38.6% | +817.0% | -855.6% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling