+48.3%
IEMG vs ZETA
+332.4%
-284.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.3% |
| 7D | -1.3% | -3.7% | +2.4% | -1.0% |
| 30D | +1.9% | +5.7% | -3.8% | +1.3% |
| 3M | +1.4% | +50.4% | -49.0% | -2.4% |
| 6M | +15.2% | +65.5% | -50.3% | +9.5% |
| YTD | +23.8% | +48.3% | -24.5% | +18.3% |
| 1Y | +30.7% | +45.4% | -14.7% | +24.5% |
| 3Y | +83.3% | +270.8% | -187.5% | +51.5% |
| All | +48.3% | +332.4% | -284.1% | +16.4% |
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