+227.5%
ZETA vs IAU
+123.8%
+103.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.6% | +3.9% |
| 7D | +6.2% | +4.9% | +1.3% | +4.7% |
| 30D | -2.0% | -1.4% | -0.6% | -1.6% |
| 3M | +21.7% | -4.8% | +26.5% | +23.2% |
| 6M | +89.1% | -12.5% | +101.6% | +95.5% |
| YTD | +59.3% | -4.2% | +63.5% | +59.2% |
| 1Y | +66.2% | +3.1% | +63.1% | +62.9% |
| 3Y | +297.3% | +110.0% | +187.3% | +188.1% |
| 5Y | +227.5% | +123.1% | +104.4% | +116.9% |
| All | +227.5% | +123.8% | +103.6% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling