-31.6%
ZS vs IRE
-97.6%
+65.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.2% | +23.0% | -0.5% |
| 7D | -12.3% | -46.8% | +34.6% | -12.8% |
| 30D | +11.2% | -75.5% | +86.7% | +9.2% |
| 3M | +37.5% | -79.4% | +116.9% | +35.0% |
| 6M | +57.8% | -91.3% | +149.1% | +52.7% |
| YTD | -0.2% | -90.8% | +90.6% | -5.5% |
| 1Y | -31.6% | -97.7% | +66.1% | -34.6% |
| All | -31.6% | -97.6% | +65.9% | -34.6% |
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