+87.4%
IVV vs ZETA
+244.4%
-156.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.0% | -0.2% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | -5.4% | -8.0% | +2.7% | -4.6% |
| 3M | -4.1% | +21.4% | -25.5% | -6.2% |
| 6M | +0.7% | +80.1% | -79.4% | -6.1% |
| YTD | +8.7% | +52.5% | -43.7% | +2.4% |
| 1Y | +11.0% | +58.5% | -47.5% | +3.9% |
| 3Y | +75.4% | +281.7% | -206.2% | +40.0% |
| 5Y | +68.3% | +237.3% | -168.9% | +30.2% |
| All | +87.4% | +244.4% | -156.9% | +45.3% |
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