-31.6%
ZS vs IT
-17.9%
-13.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.9% |
| 7D | -12.3% | -5.5% | -6.8% | -11.1% |
| 30D | +11.2% | +10.3% | +0.9% | +4.6% |
| 3M | +37.5% | +11.5% | +26.0% | +28.3% |
| 6M | +57.8% | +40.3% | +17.6% | +31.3% |
| YTD | -0.2% | -17.9% | +17.7% | -4.8% |
| 1Y | -31.6% | -8.8% | -22.8% | -36.8% |
| All | -31.6% | -17.9% | -13.7% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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