+74.7%
IBM vs ZETA
+280.9%
-206.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +0.7% |
| 7D | -0.3% | +2.7% | -2.9% | -0.7% |
| 30D | +0.3% | +15.8% | -15.5% | -2.0% |
| 3M | -21.6% | +35.4% | -57.0% | -25.4% |
| 6M | -4.7% | +67.1% | -71.8% | -11.9% |
| YTD | -19.1% | +54.1% | -73.1% | -25.0% |
| 1Y | -2.5% | +67.8% | -70.3% | -10.6% |
| All | +74.7% | +280.9% | -206.3% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling