-7.5%
IGV vs ZETA
+84.8%
-92.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | 0.0% |
| 7D | -7.5% | -5.0% | -2.5% | -5.8% |
| 30D | -5.6% | -3.3% | -2.3% | -4.5% |
| 3M | +1.5% | +31.0% | -29.5% | -7.6% |
| 6M | +17.1% | +72.2% | -55.0% | -3.0% |
| YTD | -2.0% | +56.2% | -58.2% | -19.1% |
| 1Y | -7.5% | +90.3% | -97.8% | -25.6% |
| All | -7.5% | +84.8% | -92.3% | -25.6% |
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