+485.5%
ZS vs IBN
+284.5%
+201.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -5.2% | +5.7% | -10.9% | -6.6% |
| 30D | -15.5% | +20.5% | -36.0% | -19.6% |
| 3M | +9.0% | +15.2% | -6.3% | +4.7% |
| 6M | +32.2% | +34.5% | -2.3% | +21.9% |
| YTD | -14.1% | +16.4% | -30.5% | -17.9% |
| 1Y | -39.1% | +13.5% | -52.6% | -41.4% |
| 3Y | +10.4% | +55.4% | -45.0% | -3.3% |
| 5Y | -44.6% | +73.1% | -117.7% | -52.8% |
| All | +485.5% | +284.5% | +201.0% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling