-44.6%
ZS vs IBN
+72.7%
-117.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -5.2% | +5.7% | -10.9% | -8.0% |
| 30D | -15.5% | +20.5% | -36.0% | -24.1% |
| 3M | +9.0% | +15.2% | -6.3% | +0.1% |
| 6M | +32.2% | +34.5% | -2.3% | +10.5% |
| YTD | -14.1% | +16.4% | -30.5% | -22.1% |
| 1Y | -39.1% | +13.5% | -52.6% | -44.0% |
| 3Y | +10.4% | +55.4% | -45.0% | -25.6% |
| 5Y | -44.6% | +73.1% | -117.7% | -67.3% |
| All | -44.6% | +72.7% | -117.4% | -67.3% |
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