+8.2%
IYR vs ZETA
+239.2%
-231.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.8% | -6.5% | +3.7% | -2.4% |
| 30D | -2.5% | +4.8% | -7.4% | -2.9% |
| 3M | -3.0% | +53.3% | -56.3% | -6.2% |
| 6M | +1.6% | +66.8% | -65.2% | -2.8% |
| YTD | +7.3% | +50.2% | -42.9% | +3.0% |
| 1Y | +5.6% | +62.0% | -56.4% | +0.3% |
| 3Y | +28.1% | +276.4% | -248.2% | +7.4% |
| 5Y | +6.1% | +341.6% | -335.5% | -12.6% |
| All | +8.2% | +239.2% | -231.0% | -10.3% |
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