+273.7%
ZETA vs IEF
+10.0%
+263.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | +10.5% | -0.6% | +11.0% | +11.0% |
| 3M | +44.3% | -1.0% | +45.3% | +45.6% |
| 6M | +59.4% | -3.1% | +62.5% | +63.0% |
| YTD | +49.5% | -1.9% | +51.4% | +51.6% |
| 1Y | +62.7% | -1.4% | +64.0% | +64.5% |
| All | +273.7% | +10.0% | +263.7% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling