+324.5%
ZETA vs IAU
+108.3%
+216.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.8% | +7.9% |
| 7D | +18.8% | -2.0% | +20.7% | +19.3% |
| 30D | +12.6% | -4.4% | +17.1% | +14.0% |
| 3M | +29.5% | -8.9% | +38.4% | +32.7% |
| 6M | +128.6% | -15.9% | +144.5% | +139.0% |
| YTD | +85.5% | -7.8% | +93.2% | +87.3% |
| 1Y | +90.6% | -3.8% | +94.4% | +90.2% |
| 3Y | +358.0% | +104.3% | +253.7% | +235.3% |
| 5Y | +282.0% | +111.2% | +170.8% | +162.6% |
| All | +324.5% | +108.3% | +216.3% | +200.8% |
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