-37.6%
ZS vs IRE
-97.5%
+59.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.1% | -12.7% | -0.6% |
| 7D | -13.7% | -15.1% | +1.5% | -13.6% |
| 30D | -14.2% | -71.4% | +57.2% | -14.8% |
| 3M | +8.5% | -81.2% | +89.7% | +7.4% |
| 6M | +30.2% | -93.7% | +123.9% | +28.3% |
| YTD | -13.8% | -92.2% | +78.4% | -18.6% |
| 1Y | -41.5% | -97.3% | +55.8% | -42.7% |
| All | -37.6% | -97.5% | +59.9% | -39.4% |
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