+8.0%
ZS vs IVZ
+152.3%
-144.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.2% |
| 7D | -2.6% | +7.6% | -10.2% | -5.2% |
| 30D | -12.8% | +4.3% | -17.2% | -14.1% |
| 3M | +2.3% | -9.3% | +11.6% | +5.6% |
| 6M | +26.3% | +5.2% | +21.0% | +22.7% |
| YTD | -14.4% | +13.4% | -27.9% | -19.7% |
| 1Y | -37.6% | +25.4% | -63.0% | -43.9% |
| 3Y | +8.0% | +152.5% | -144.5% | -32.5% |
| All | +8.0% | +152.3% | -144.3% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling