+395.4%
ZS vs IFF
-24.2%
+419.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -8.1% | -2.8% | -5.3% | -7.4% |
| 30D | -8.4% | -1.1% | -7.3% | -8.3% |
| 3M | +31.1% | +13.8% | +17.2% | +26.0% |
| 6M | +4.4% | +16.7% | -12.3% | -2.2% |
| YTD | -27.3% | +26.1% | -53.4% | -34.0% |
| 1Y | -41.4% | +33.5% | -74.9% | -47.9% |
| 3Y | +1.7% | +31.6% | -29.9% | -10.8% |
| 5Y | -39.6% | -34.9% | -4.7% | -35.6% |
| All | +395.4% | -24.2% | +419.6% | +376.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling