+252.6%
ZETA vs IAU
+132.0%
+120.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.8% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +15.8% | +4.4% | +11.4% | +14.2% |
| 3M | +35.4% | -1.1% | +36.5% | +35.5% |
| 6M | +67.1% | -13.7% | +80.8% | +73.3% |
| YTD | +54.1% | +2.7% | +51.3% | +50.9% |
| 1Y | +67.8% | +24.6% | +43.2% | +54.8% |
| 3Y | +311.4% | +126.8% | +184.6% | +192.5% |
| 5Y | +324.8% | +139.5% | +185.3% | +181.4% |
| All | +252.6% | +132.0% | +120.7% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling