-38.6%
ZS vs IFF
-35.8%
-2.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | -3.1% | -3.2% | +0.1% | -2.1% |
| 30D | -7.2% | -0.3% | -6.9% | -7.3% |
| 3M | +30.5% | +8.4% | +22.0% | +26.3% |
| 6M | +7.0% | +23.0% | -16.1% | -3.8% |
| YTD | -26.8% | +25.5% | -52.3% | -35.5% |
| 1Y | -42.6% | +29.1% | -71.7% | -50.3% |
| 3Y | -0.3% | +31.7% | -32.0% | -18.5% |
| All | -38.6% | -35.8% | -2.8% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling