-31.6%
ZS vs IP
+2.3%
-33.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.2% |
| 7D | -12.3% | +3.4% | -15.7% | -12.2% |
| 30D | +11.2% | +11.2% | 0.0% | +11.5% |
| 3M | +37.5% | -14.8% | +52.3% | +36.9% |
| 6M | +57.8% | +17.3% | +40.5% | +58.5% |
| YTD | -0.2% | -6.2% | +6.0% | +0.2% |
| 1Y | -31.6% | +2.3% | -34.0% | -33.5% |
| All | -31.6% | +2.3% | -33.9% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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