+43.0%
IEMG vs ZETA
+237.6%
-194.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +4.6% | +10.5% | -5.8% | +3.7% |
| 3M | +4.8% | +44.3% | -39.5% | +1.3% |
| 6M | +16.8% | +59.4% | -42.6% | +11.5% |
| YTD | +24.8% | +49.5% | -24.6% | +19.3% |
| 1Y | +34.3% | +62.7% | -28.4% | +26.8% |
| 3Y | +87.0% | +274.6% | -187.7% | +55.4% |
| 5Y | +49.9% | +349.3% | -299.4% | +18.6% |
| All | +43.0% | +237.6% | -194.6% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling