-36.3%
ZS vs IRE
-97.2%
+60.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +39.6% | -42.6% | -3.0% |
| 7D | -16.9% | -27.2% | +10.3% | -16.9% |
| 30D | -7.4% | -75.1% | +67.7% | -8.4% |
| 3M | +21.6% | -77.9% | +99.4% | +20.4% |
| 6M | +42.4% | -94.6% | +137.0% | +41.0% |
| YTD | -12.1% | -91.5% | +79.4% | -17.0% |
| 1Y | -37.8% | -97.8% | +60.0% | -38.1% |
| All | -36.3% | -97.2% | +60.9% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling