-44.3%
ZS vs IP
-13.5%
-30.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | -12.8% | +7.9% | -20.8% | -14.4% |
| 3M | +2.3% | -15.3% | +17.6% | +5.6% |
| 6M | +26.3% | +10.5% | +15.8% | +21.6% |
| YTD | -14.4% | -9.4% | -5.0% | -14.5% |
| 1Y | -37.6% | -4.6% | -33.0% | -38.8% |
| 3Y | +8.0% | +21.2% | -13.2% | -12.6% |
| All | -44.3% | -13.5% | -30.8% | -51.6% |
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