+390.7%
ZS vs IVZ
+45.4%
+345.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.9% |
| 7D | -9.2% | +1.1% | -10.3% | -9.5% |
| 30D | -4.0% | +3.1% | -7.1% | -4.8% |
| 3M | +25.3% | +18.2% | +7.1% | +18.6% |
| 6M | -1.3% | +38.6% | -39.9% | -11.6% |
| YTD | -28.0% | +25.9% | -53.9% | -33.6% |
| 1Y | -42.5% | +51.7% | -94.2% | -50.1% |
| 3Y | +0.7% | +138.7% | -137.9% | -25.7% |
| 5Y | -42.3% | +62.8% | -105.1% | -54.1% |
| All | +390.7% | +45.4% | +345.3% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling