+10.5%
IYR vs ZETA
+247.9%
-237.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | -1.2% | +2.7% | -3.9% | -1.5% |
| 30D | -2.9% | +15.8% | -18.7% | -3.9% |
| 3M | +0.8% | +35.4% | -34.6% | -1.6% |
| 6M | +1.9% | +67.1% | -65.3% | -2.6% |
| YTD | +9.6% | +54.1% | -44.4% | +5.1% |
| 1Y | +8.1% | +67.8% | -59.7% | +2.4% |
| 3Y | +29.2% | +311.4% | -282.2% | +7.6% |
| 5Y | +4.3% | +324.8% | -320.5% | -14.2% |
| All | +10.5% | +247.9% | -237.4% | -8.6% |
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