-36.7%
ZS vs IBN
-4.0%
-32.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.5% |
| 7D | -7.8% | +1.4% | -9.2% | -7.8% |
| 30D | +5.0% | -0.3% | +5.4% | +5.2% |
| 3M | +25.5% | +17.1% | +8.4% | +25.8% |
| 6M | +8.7% | +3.4% | +5.3% | +7.5% |
| YTD | -24.5% | +2.5% | -27.0% | -24.6% |
| 1Y | -36.7% | -4.2% | -32.5% | -36.4% |
| All | -36.7% | -4.0% | -32.7% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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