-47.8%
ZS vs IRE
-82.8%
+35.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +10.2% | -14.9% | -4.5% |
| 7D | -9.2% | +58.9% | -68.1% | -8.6% |
| 30D | -4.0% | +17.2% | -21.2% | -3.6% |
| 3M | +25.3% | -58.6% | +83.9% | +25.7% |
| 6M | -1.3% | -23.5% | +22.2% | -5.1% |
| YTD | -28.0% | -47.4% | +19.4% | -30.9% |
| All | -47.8% | -82.8% | +35.0% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling