+361.9%
ZETA vs IAG
+696.0%
-334.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.4% | +10.0% | +8.1% |
| 7D | +18.8% | +3.4% | +15.3% | +17.7% |
| 30D | +12.6% | -2.7% | +15.3% | +12.7% |
| 3M | +29.5% | -0.5% | +30.0% | +28.2% |
| 6M | +128.6% | -4.8% | +133.4% | +126.5% |
| YTD | +85.5% | +9.6% | +75.9% | +74.4% |
| 1Y | +90.6% | +32.2% | +58.4% | +71.7% |
| All | +361.9% | +696.0% | -334.1% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling