-45.3%
ZS vs IRE
-84.4%
+39.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +14.0% | -18.5% | -4.3% |
| 7D | -7.8% | +54.8% | -62.6% | -7.3% |
| 30D | +5.0% | +18.4% | -13.3% | +5.5% |
| 3M | +25.5% | -66.7% | +92.3% | +25.6% |
| 6M | +8.7% | -52.3% | +61.0% | +6.1% |
| YTD | -24.5% | -52.3% | +27.8% | -27.7% |
| All | -45.3% | -84.4% | +39.1% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling