+324.5%
ZETA vs IAG
+391.0%
-66.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.4% | +10.0% | +8.0% |
| 7D | +18.8% | +3.4% | +15.3% | +17.8% |
| 30D | +12.6% | -2.7% | +15.3% | +12.8% |
| 3M | +29.5% | -0.5% | +30.0% | +28.4% |
| 6M | +128.6% | -4.8% | +133.4% | +127.0% |
| YTD | +85.5% | +9.6% | +75.9% | +76.4% |
| 1Y | +90.6% | +32.2% | +58.4% | +75.0% |
| 3Y | +358.0% | +692.5% | -334.5% | +197.1% |
| 5Y | +282.0% | +447.6% | -165.6% | +143.4% |
| All | +324.5% | +391.0% | -66.5% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling