+483.2%
ZS vs IAG
+253.5%
+229.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -2.6% | -7.7% | +5.1% | -2.1% |
| 30D | -12.8% | +1.6% | -14.4% | -13.1% |
| 3M | +2.3% | -2.4% | +4.7% | +2.1% |
| 6M | +26.3% | -7.8% | +34.1% | +26.2% |
| YTD | -14.4% | +5.0% | -19.5% | -16.3% |
| 1Y | -37.6% | +25.7% | -63.3% | -40.1% |
| 3Y | +8.0% | +694.5% | -686.5% | -12.5% |
| 5Y | -44.9% | +421.7% | -466.5% | -56.6% |
| All | +483.2% | +253.5% | +229.8% | +311.5% |
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 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