+294.5%
ZETA vs IBN
+107.0%
+187.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.2% | +6.9% | +7.4% |
| 7D | +13.2% | +15.8% | -2.5% | +3.5% |
| 30D | +6.0% | +25.1% | -19.1% | -7.8% |
| 3M | +27.3% | +16.0% | +11.4% | +15.7% |
| 6M | +104.6% | +32.8% | +71.8% | +69.8% |
| YTD | +72.3% | +18.0% | +54.3% | +53.8% |
| 1Y | +76.3% | +15.9% | +60.4% | +58.9% |
| 3Y | +325.6% | +57.6% | +268.0% | +190.1% |
| 5Y | +254.2% | +74.7% | +179.6% | +114.2% |
| All | +294.5% | +107.0% | +187.5% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling