+91.9%
IVV vs ZETA
+259.8%
-168.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +1.9% |
| 7D | +0.1% | +6.2% | -6.1% | -0.5% |
| 30D | -3.3% | -2.0% | -1.3% | -3.2% |
| 3M | -2.4% | +21.7% | -24.1% | -4.6% |
| 6M | +2.6% | +89.1% | -86.5% | -4.8% |
| YTD | +11.3% | +59.3% | -48.0% | +4.4% |
| 1Y | +13.4% | +66.2% | -52.7% | +5.7% |
| 3Y | +80.3% | +297.3% | -217.0% | +43.3% |
| 5Y | +72.7% | +227.5% | -154.8% | +33.2% |
| All | +91.9% | +259.8% | -168.0% | +48.0% |
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