+349.3%
ZETA vs IAG
+804.8%
-455.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | -0.1% | +1.7% | -1.7% | -0.3% |
| 30D | +10.5% | +11.4% | -1.0% | +8.0% |
| 3M | +44.3% | +33.0% | +11.3% | +35.9% |
| 6M | +59.4% | -6.0% | +65.4% | +58.5% |
| YTD | +49.5% | +24.6% | +24.9% | +39.8% |
| 1Y | +62.7% | +105.0% | -42.3% | +38.3% |
| 3Y | +274.6% | +837.9% | -563.3% | +138.8% |
| 5Y | +349.3% | +817.0% | -467.6% | +214.4% |
| All | +349.3% | +804.8% | -455.5% | +214.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling