-44.3%
ZS vs IRM
+187.5%
-231.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -2.6% | +6.8% | -9.4% | -5.8% |
| 30D | -12.8% | +2.6% | -15.4% | -14.0% |
| 3M | +2.3% | -9.5% | +11.7% | +7.0% |
| 6M | +26.3% | -8.5% | +34.8% | +30.3% |
| YTD | -14.4% | +40.3% | -54.7% | -32.5% |
| 1Y | -37.6% | +28.7% | -66.3% | -48.3% |
| 3Y | +8.0% | +111.8% | -103.8% | -45.6% |
| All | -44.3% | +187.5% | -231.8% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling