-40.0%
ZS vs IP
-17.2%
-22.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -5.0% |
| 7D | -7.8% | -5.3% | -2.6% | -6.8% |
| 30D | +5.0% | -10.9% | +15.9% | +7.5% |
| 3M | +25.5% | +11.2% | +14.4% | +21.6% |
| 6M | +8.7% | -10.2% | +18.9% | +10.4% |
| YTD | -24.5% | -2.0% | -22.5% | -25.6% |
| 1Y | -36.7% | -19.1% | -17.6% | -34.3% |
| 3Y | +7.2% | +20.9% | -13.6% | -9.8% |
| All | -40.0% | -17.2% | -22.8% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling