+38.9%
IGV vs ZETA
+272.3%
-233.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | -3.0% | +10.5% | -13.5% | -5.1% |
| 3M | +9.6% | +44.3% | -34.7% | +1.1% |
| 6M | +16.1% | +59.4% | -43.3% | +4.7% |
| YTD | -3.6% | +49.5% | -53.1% | -12.7% |
| 1Y | -7.8% | +62.7% | -70.5% | -18.2% |
| All | +38.9% | +272.3% | -233.5% | -8.4% |
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 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