+473.6%
IBKR vs ZETA
+235.0%
+238.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | -1.3% | -3.7% | +2.4% | -0.8% |
| 30D | -0.2% | +5.7% | -5.9% | -1.2% |
| 3M | +3.0% | +50.4% | -47.5% | -4.0% |
| 6M | +33.9% | +65.5% | -31.6% | +22.4% |
| YTD | +42.5% | +48.3% | -5.8% | +31.7% |
| 1Y | +44.9% | +45.4% | -0.5% | +33.6% |
| 3Y | +293.0% | +270.8% | +22.2% | +200.4% |
| 5Y | +497.7% | +336.1% | +161.5% | +323.0% |
| All | +473.6% | +235.0% | +238.6% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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