+26.4%
IWM vs ZETA
+68.7%
-42.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.7% |
| 7D | +0.1% | +2.7% | -2.6% | -0.3% |
| 30D | -1.3% | +15.8% | -17.1% | -3.1% |
| 3M | +1.6% | +35.4% | -33.8% | -2.5% |
| 6M | +13.6% | +67.1% | -53.6% | +5.0% |
| YTD | +20.8% | +54.1% | -33.3% | +12.0% |
| 1Y | +26.4% | +67.8% | -41.4% | +15.5% |
| All | +26.4% | +68.7% | -42.3% | +15.5% |
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