+12.5%
IVV vs ZETA
+91.3%
-78.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.6% | -6.3% | +0.5% |
| 7D | -0.9% | +18.8% | -19.7% | -2.6% |
| 30D | -2.3% | +12.6% | -15.0% | -3.6% |
| 3M | -1.2% | +29.5% | -30.6% | -3.7% |
| 6M | +3.3% | +128.6% | -125.3% | -5.3% |
| YTD | +12.3% | +85.5% | -73.1% | +4.1% |
| 1Y | +12.5% | +90.6% | -78.1% | +3.8% |
| All | +12.5% | +91.3% | -78.8% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling