-36.7%
ZS vs IFF
+34.4%
-71.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -7.8% | -1.8% | -6.0% | -8.0% |
| 30D | +5.0% | -2.0% | +7.0% | +4.8% |
| 3M | +25.5% | +18.5% | +7.0% | +29.0% |
| 6M | +8.7% | +11.7% | -3.0% | +10.5% |
| YTD | -24.5% | +29.6% | -54.1% | -24.0% |
| 1Y | -36.7% | +35.0% | -71.7% | -35.0% |
| All | -36.7% | +34.4% | -71.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling