-39.6%
ZS vs IVZ
+57.9%
-97.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -8.1% | -2.4% | -5.7% | -6.9% |
| 30D | -8.4% | +2.5% | -10.9% | -9.4% |
| 3M | +31.1% | +17.1% | +14.0% | +19.9% |
| 6M | +4.4% | +35.1% | -30.8% | -12.5% |
| YTD | -27.3% | +24.3% | -51.6% | -36.5% |
| 1Y | -41.4% | +48.7% | -90.0% | -54.0% |
| 3Y | +1.7% | +135.6% | -133.9% | -43.2% |
| 5Y | -39.6% | +60.3% | -99.9% | -60.3% |
| All | -39.6% | +57.9% | -97.5% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling