+24.7%
ZS vs IP
+12.9%
+11.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.0% | -5.2% | -8.8% |
| 7D | -17.7% | -5.0% | -12.8% | -17.4% |
| 30D | -3.9% | +6.5% | -10.5% | -4.5% |
| 3M | +26.1% | -18.0% | +44.2% | +28.1% |
| 6M | +44.2% | +10.3% | +33.9% | +41.9% |
| YTD | -9.4% | -9.9% | +0.5% | -9.0% |
| 1Y | -37.1% | -1.1% | -36.0% | -37.8% |
| All | +24.7% | +12.9% | +11.8% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling