+37.4%
IWM vs ZETA
+247.9%
-210.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.9% |
| 7D | +0.1% | +2.7% | -2.6% | -0.4% |
| 30D | -1.3% | +15.8% | -17.1% | -3.5% |
| 3M | +1.6% | +35.4% | -33.8% | -3.4% |
| 6M | +13.6% | +67.1% | -53.6% | +3.8% |
| YTD | +20.8% | +54.1% | -33.3% | +11.0% |
| 1Y | +26.4% | +67.8% | -41.4% | +13.9% |
| 3Y | +60.7% | +311.4% | -250.7% | +16.5% |
| 5Y | +38.2% | +324.8% | -286.6% | -4.0% |
| All | +37.4% | +247.9% | -210.6% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling