+17.0%
IEFA vs ZETA
+84.8%
-67.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +2.3% |
| 7D | +1.9% | -5.0% | +6.9% | +2.2% |
| 30D | +1.4% | -3.3% | +4.7% | +1.6% |
| 3M | -1.4% | +31.0% | -32.4% | -3.1% |
| 6M | +6.3% | +72.2% | -65.8% | +2.3% |
| YTD | +11.9% | +56.2% | -44.3% | +7.4% |
| 1Y | +17.0% | +90.3% | -73.3% | +10.1% |
| All | +17.0% | +84.8% | -67.8% | +10.1% |
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 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