+17.3%
IGV vs ZETA
+271.1%
-253.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.6% | -5.7% | +0.1% |
| 7D | -1.3% | +18.8% | -20.0% | -5.3% |
| 30D | -8.1% | +12.6% | -20.8% | -10.8% |
| 3M | -1.6% | +29.5% | -31.1% | -7.6% |
| 6M | +12.7% | +128.6% | -115.8% | -7.5% |
| YTD | -3.3% | +85.5% | -88.7% | -17.6% |
| 1Y | -7.9% | +90.6% | -98.5% | -22.3% |
| 3Y | +40.3% | +358.0% | -317.7% | -16.5% |
| 5Y | +17.3% | +282.0% | -264.7% | -36.2% |
| All | +17.3% | +271.1% | -253.8% | -36.2% |
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