+461.3%
IBKR vs ZETA
+239.2%
+222.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -3.8% | -6.5% | +2.7% | -2.8% |
| 30D | -0.3% | +4.8% | -5.1% | -1.2% |
| 3M | +4.8% | +53.3% | -48.6% | -2.5% |
| 6M | +30.8% | +66.8% | -36.0% | +19.4% |
| YTD | +39.5% | +50.2% | -10.7% | +28.7% |
| 1Y | +43.7% | +62.0% | -18.4% | +30.4% |
| 3Y | +284.7% | +276.4% | +8.3% | +193.3% |
| 5Y | +484.9% | +341.6% | +143.3% | +313.2% |
| All | +461.3% | +239.2% | +222.1% | +300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling