-20.2%
IBM vs ZETA
+85.8%
-106.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -0.3% | +26.5% | -26.8% | -7.8% |
| 30D | +6.8% | +10.3% | -3.5% | +3.0% |
| 3M | +4.4% | +30.5% | -26.1% | -5.3% |
| 6M | +13.2% | +129.4% | -116.2% | -16.1% |
| YTD | -15.1% | +83.1% | -98.3% | -35.4% |
| 1Y | -20.2% | +82.1% | -102.3% | -38.5% |
| All | -20.2% | +85.8% | -106.0% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling