-43.6%
ZS vs IP
-12.0%
-31.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | -16.9% | -5.1% | -11.8% | -16.0% |
| 30D | -7.4% | +8.5% | -16.0% | -9.2% |
| 3M | +21.6% | -13.8% | +35.4% | +25.1% |
| 6M | +42.4% | +5.7% | +36.6% | +38.6% |
| YTD | -12.1% | -9.1% | -3.0% | -12.3% |
| 1Y | -37.8% | -0.8% | -37.0% | -39.7% |
| 3Y | +20.9% | +14.8% | +6.1% | +1.0% |
| All | -43.6% | -12.0% | -31.5% | -50.1% |
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 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