+252.6%
ZETA vs IAG
+456.5%
-203.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.7% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | +15.8% | +28.9% | -13.1% | +10.1% |
| 3M | +35.4% | +19.1% | +16.3% | +30.0% |
| 6M | +67.1% | -10.3% | +77.4% | +67.6% |
| YTD | +54.1% | +24.2% | +29.9% | +44.1% |
| 1Y | +67.8% | +116.5% | -48.7% | +41.0% |
| 3Y | +311.4% | +742.8% | -431.4% | +164.3% |
| 5Y | +324.8% | +753.3% | -428.5% | +159.4% |
| All | +252.6% | +456.5% | -203.9% | +142.1% |
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