+11.5%
IYR vs ZETA
+306.8%
-295.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | +0.6% | +18.1% | -17.5% | -0.6% |
| 30D | +6.6% | +13.6% | -7.0% | +5.5% |
| 3M | -1.8% | +23.7% | -25.6% | -3.5% |
| 6M | +1.4% | +128.5% | -127.0% | -5.1% |
| YTD | +10.5% | +80.1% | -69.6% | +4.6% |
| 1Y | +10.6% | +98.0% | -87.4% | +3.8% |
| 3Y | +41.8% | +348.6% | -306.8% | +17.4% |
| 5Y | +6.0% | +286.6% | -280.6% | -14.3% |
| All | +11.5% | +306.8% | -295.3% | -9.0% |
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