-40.7%
ZS vs IBN
+54.0%
-94.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.5% |
| 7D | -3.8% | -5.1% | +1.3% | -1.0% |
| 30D | -6.0% | -3.5% | -2.5% | -4.3% |
| 3M | +32.0% | +11.3% | +20.7% | +23.7% |
| 6M | +2.1% | +4.4% | -2.3% | -1.1% |
| YTD | -26.2% | -1.8% | -24.3% | -26.1% |
| 1Y | -41.2% | -8.0% | -33.2% | -39.2% |
| 3Y | +3.3% | +27.1% | -23.8% | -19.2% |
| 5Y | -40.7% | +54.5% | -95.2% | -62.4% |
| All | -40.7% | +54.0% | -94.7% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling