-40.7%
ZS vs IP
-3.2%
-37.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -2.1% |
| 7D | -13.4% | 0.0% | -13.4% | -13.4% |
| 30D | -16.6% | +9.4% | -26.0% | -16.4% |
| 3M | +10.3% | -14.1% | +24.4% | +9.9% |
| 6M | +28.1% | +9.2% | +19.0% | +28.8% |
| YTD | -13.3% | -7.5% | -5.8% | -13.0% |
| 1Y | -40.7% | -2.8% | -37.9% | -41.4% |
| All | -40.7% | -3.2% | -37.5% | -41.4% |
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