+312.3%
ZETA vs IAU
+102.7%
+209.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +18.1% | -4.6% | +22.7% | +19.6% |
| 30D | +13.6% | -5.4% | +19.0% | +15.3% |
| 3M | +23.7% | -10.9% | +34.6% | +27.7% |
| 6M | +128.5% | -17.4% | +145.9% | +140.2% |
| YTD | +80.1% | -10.2% | +90.3% | +83.3% |
| 1Y | +98.0% | -7.1% | +105.1% | +99.5% |
| 3Y | +348.6% | +97.7% | +250.9% | +231.7% |
| 5Y | +286.6% | +105.3% | +181.3% | +168.0% |
| All | +312.3% | +102.7% | +209.5% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling