+29.3%
IYR vs ZETA
+272.3%
-243.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -2.4% | +10.5% | -12.8% | -3.0% |
| 3M | -2.0% | +44.3% | -46.3% | -4.5% |
| 6M | +2.5% | +59.4% | -57.0% | -1.2% |
| YTD | +8.3% | +49.5% | -41.2% | +4.6% |
| 1Y | +6.5% | +62.7% | -56.2% | +1.7% |
| All | +29.3% | +272.3% | -243.0% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling