+490.7%
ZS vs IP
-0.4%
+491.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.9% |
| 7D | -13.4% | 0.0% | -13.4% | -13.4% |
| 30D | -16.6% | +9.4% | -26.0% | -18.0% |
| 3M | +10.3% | -14.1% | +24.4% | +13.0% |
| 6M | +28.1% | +9.2% | +19.0% | +24.8% |
| YTD | -13.3% | -7.5% | -5.8% | -13.6% |
| 1Y | -40.7% | -2.8% | -37.9% | -41.6% |
| 3Y | +11.4% | +21.2% | -9.9% | +1.9% |
| 5Y | -42.2% | -11.5% | -30.7% | -44.3% |
| All | +490.7% | -0.4% | +491.1% | +445.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling