-43.6%
ZS vs IP
-9.5%
-34.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | -11.1% | -3.0% | -8.0% | -10.5% |
| 30D | -14.8% | +10.6% | -25.5% | -16.8% |
| 3M | +18.0% | -13.6% | +31.6% | +21.4% |
| 6M | +30.8% | +10.4% | +20.4% | +26.1% |
| YTD | -11.5% | -6.5% | -5.0% | -12.2% |
| 1Y | -37.8% | -2.1% | -35.7% | -39.2% |
| 3Y | +16.6% | +22.0% | -5.4% | -4.9% |
| 5Y | -43.6% | -9.7% | -33.8% | -50.5% |
| All | -43.6% | -9.5% | -34.0% | -50.5% |
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