+13.4%
IGV vs ZETA
+125.9%
-112.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.3% |
| 7D | +2.5% | +26.5% | -24.0% | -6.8% |
| 30D | -8.6% | +10.3% | -18.9% | -12.3% |
| 3M | -1.6% | +30.5% | -32.1% | -11.6% |
| 6M | +13.4% | +129.4% | -115.9% | -20.1% |
| All | +13.4% | +125.9% | -112.4% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling