+414.5%
ZS vs IAG
+318.0%
+96.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.3% |
| 7D | -7.8% | -0.5% | -7.3% | -7.8% |
| 30D | +5.0% | +28.9% | -23.8% | +2.8% |
| 3M | +25.5% | +19.1% | +6.4% | +23.3% |
| 6M | +8.7% | -10.3% | +19.0% | +8.8% |
| YTD | -24.5% | +24.2% | -48.7% | -27.0% |
| 1Y | -36.7% | +116.5% | -153.2% | -42.1% |
| 3Y | +7.2% | +742.8% | -735.6% | -13.6% |
| 5Y | -40.9% | +753.3% | -794.3% | -54.2% |
| All | +414.5% | +318.0% | +96.6% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling