+483.2%
ZS vs IBN
+285.9%
+197.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -2.6% | +1.9% | -4.5% | -3.1% |
| 30D | -12.8% | +22.1% | -34.9% | -17.4% |
| 3M | +2.3% | +17.1% | -14.8% | -2.1% |
| 6M | +26.3% | +35.5% | -9.3% | +16.2% |
| YTD | -14.4% | +16.8% | -31.2% | -18.3% |
| 1Y | -37.6% | +12.4% | -50.0% | -39.9% |
| 3Y | +8.0% | +58.0% | -50.0% | -5.8% |
| 5Y | -44.9% | +73.7% | -118.6% | -53.0% |
| All | +483.2% | +285.9% | +197.3% | +372.0% |
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