+109.5%
IBM vs ZETA
+289.2%
-179.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.1% | -0.7% |
| 7D | -1.5% | +13.2% | -14.8% | -2.7% |
| 30D | +8.4% | +6.0% | +2.4% | +7.7% |
| 3M | +4.2% | +27.3% | -23.1% | +1.7% |
| 6M | +7.9% | +104.6% | -96.7% | +0.9% |
| YTD | -15.2% | +72.3% | -87.5% | -20.0% |
| 1Y | -18.7% | +76.3% | -95.0% | -23.6% |
| 3Y | +79.2% | +325.6% | -246.4% | +58.8% |
| 5Y | +144.7% | +254.2% | -109.5% | +115.6% |
| All | +109.5% | +289.2% | -179.7% | +81.6% |
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