+138.2%
IBM vs ZETA
+232.9%
-94.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.1% | -1.4% |
| 7D | -5.0% | -0.4% | -4.5% | -5.0% |
| 30D | +11.1% | -8.0% | +19.1% | +12.0% |
| 3M | +5.7% | +21.4% | -15.7% | +3.4% |
| 6M | +10.1% | +80.1% | -70.0% | +3.6% |
| YTD | -15.6% | +52.5% | -68.1% | -19.9% |
| 1Y | -19.5% | +58.5% | -78.0% | -23.9% |
| 3Y | +80.4% | +281.7% | -201.3% | +58.7% |
| All | +138.2% | +232.9% | -94.7% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling