+36.9%
IGV vs ZETA
+313.7%
-276.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.5% |
| 7D | +2.5% | +26.5% | -24.0% | -2.8% |
| 30D | -8.6% | +10.3% | -18.9% | -10.6% |
| 3M | -1.6% | +30.5% | -32.1% | -7.3% |
| 6M | +13.4% | +129.4% | -115.9% | -5.5% |
| YTD | -4.0% | +83.1% | -87.1% | -17.0% |
| 1Y | -7.6% | +82.1% | -89.7% | -20.3% |
| 3Y | +39.3% | +352.3% | -313.0% | -11.1% |
| 5Y | +14.5% | +293.1% | -278.6% | -30.9% |
| All | +36.9% | +313.7% | -276.8% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling