+395.4%
ZS vs IBN
+222.6%
+172.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -8.1% | -5.5% | -2.6% | -6.7% |
| 30D | -8.4% | -3.4% | -5.0% | -7.7% |
| 3M | +31.1% | +8.7% | +22.4% | +28.1% |
| 6M | +4.4% | +3.7% | +0.7% | +3.1% |
| YTD | -27.3% | -2.4% | -24.9% | -27.1% |
| 1Y | -41.4% | -8.1% | -33.3% | -40.5% |
| 3Y | +1.7% | +26.3% | -24.6% | -5.7% |
| 5Y | -39.6% | +54.9% | -94.5% | -46.4% |
| All | +395.4% | +222.6% | +172.8% | +320.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling