+81.1%
IEMG vs ZETA
+274.1%
-193.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -0.9% | -6.5% | +5.6% | -0.4% |
| 30D | +2.1% | +4.8% | -2.7% | +1.7% |
| 3M | +4.6% | +53.3% | -48.7% | +0.9% |
| 6M | +14.0% | +66.8% | -52.8% | +9.0% |
| YTD | +22.3% | +50.2% | -27.8% | +17.4% |
| 1Y | +30.7% | +62.0% | -31.4% | +24.2% |
| All | +81.1% | +274.1% | -193.0% | +46.3% |
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