+24.0%
IWM vs ZETA
+63.2%
-39.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -1.1% | -0.1% | -1.1% | -1.2% |
| 30D | -3.1% | +10.5% | -13.6% | -4.4% |
| 3M | +2.2% | +44.3% | -42.1% | -2.8% |
| 6M | +15.1% | +59.4% | -44.4% | +7.0% |
| YTD | +18.6% | +49.5% | -30.9% | +10.4% |
| 1Y | +24.0% | +62.7% | -38.7% | +13.7% |
| All | +24.0% | +63.2% | -39.2% | +13.7% |
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