+279.2%
ZETA vs IAG
+797.8%
-518.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -2.4% | +4.3% | -6.7% | -3.2% |
| 30D | +15.6% | +9.8% | +5.8% | +13.0% |
| 3M | +41.5% | +28.9% | +12.6% | +33.1% |
| 6M | +63.4% | -7.6% | +71.0% | +63.1% |
| YTD | +51.3% | +22.0% | +29.3% | +40.5% |
| 1Y | +65.8% | +99.5% | -33.7% | +37.6% |
| 3Y | +279.2% | +818.3% | -539.1% | +125.8% |
| All | +279.2% | +797.8% | -518.6% | +125.8% |
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