+483.2%
ZS vs IVZ
+31.0%
+452.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.1% |
| 7D | -2.6% | +7.6% | -10.2% | -4.9% |
| 30D | -12.8% | +4.3% | -17.2% | -14.0% |
| 3M | +2.3% | -9.3% | +11.6% | +5.2% |
| 6M | +26.3% | +5.2% | +21.0% | +23.4% |
| YTD | -14.4% | +13.4% | -27.9% | -18.8% |
| 1Y | -37.6% | +25.4% | -63.0% | -42.7% |
| 3Y | +8.0% | +152.5% | -144.5% | -21.7% |
| 5Y | -44.9% | +36.7% | -81.6% | -54.4% |
| All | +483.2% | +31.0% | +452.2% | +495.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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