+239.5%
ZETA vs IAG
+450.5%
-211.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -3.7% | -1.1% | -2.7% | -3.6% |
| 30D | +5.7% | +12.1% | -6.4% | +3.2% |
| 3M | +50.4% | +25.5% | +24.9% | +43.2% |
| 6M | +65.5% | -7.1% | +72.6% | +64.9% |
| YTD | +48.3% | +22.9% | +25.4% | +38.9% |
| 1Y | +45.4% | +83.3% | -38.0% | +25.9% |
| 3Y | +270.8% | +808.5% | -537.8% | +135.6% |
| 5Y | +336.1% | +838.0% | -501.8% | +161.5% |
| All | +239.5% | +450.5% | -211.1% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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