+319.2%
ZETA vs IBN
+104.1%
+215.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | +26.5% | +5.7% | +20.7% | +22.5% |
| 30D | +10.3% | +20.5% | -10.2% | -1.9% |
| 3M | +30.5% | +15.2% | +15.3% | +19.0% |
| 6M | +129.4% | +34.5% | +94.8% | +88.5% |
| YTD | +83.1% | +16.4% | +66.8% | +64.8% |
| 1Y | +82.1% | +13.5% | +68.5% | +66.2% |
| 3Y | +352.3% | +55.4% | +296.9% | +210.9% |
| 5Y | +293.1% | +73.1% | +220.1% | +139.1% |
| All | +319.2% | +104.1% | +215.1% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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