-4.7%
IBM vs ZETA
+71.2%
-75.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +1.5% |
| 7D | -0.3% | +2.7% | -2.9% | -1.5% |
| 30D | +0.3% | +15.8% | -15.5% | -5.5% |
| 3M | -21.6% | +35.4% | -57.0% | -31.2% |
| 6M | -4.7% | +67.1% | -71.8% | -23.1% |
| All | -4.7% | +71.2% | -75.9% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling