+243.8%
ZETA vs IBN
+71.2%
+172.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.8% |
| 7D | -6.5% | -5.5% | -1.0% | -3.2% |
| 30D | +4.8% | -3.4% | +8.3% | +6.9% |
| 3M | +53.3% | +8.7% | +44.7% | +44.8% |
| 6M | +66.8% | +3.7% | +63.1% | +61.9% |
| YTD | +50.2% | -2.4% | +52.5% | +51.0% |
| 1Y | +62.0% | -8.1% | +70.1% | +67.9% |
| 3Y | +276.4% | +26.3% | +250.0% | +196.8% |
| 5Y | +341.6% | +54.9% | +286.7% | +193.1% |
| All | +243.8% | +71.2% | +172.5% | +132.8% |
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