+112.0%
IBM vs ZETA
+343.0%
-231.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | +0.3% | -2.4% | +2.7% | +0.5% |
| 30D | -1.5% | +15.6% | -17.1% | -2.9% |
| 3M | -16.8% | +41.5% | -58.3% | -19.8% |
| 6M | -9.0% | +63.4% | -72.5% | -13.4% |
| YTD | -20.1% | +51.3% | -71.4% | -23.7% |
| 1Y | -7.0% | +65.8% | -72.8% | -12.0% |
| 3Y | +72.4% | +279.2% | -206.8% | +53.9% |
| 5Y | +112.0% | +341.8% | -229.8% | +88.7% |
| All | +112.0% | +343.0% | -231.0% | +88.7% |
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