+270.8%
ZETA vs IFF
+29.0%
+241.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.7% | -3.2% | -0.6% | -2.8% |
| 30D | +5.7% | -0.3% | +6.0% | +5.7% |
| 3M | +50.4% | +8.4% | +42.0% | +47.0% |
| 6M | +65.5% | +23.0% | +42.4% | +53.2% |
| YTD | +48.3% | +25.5% | +22.8% | +33.8% |
| 1Y | +45.4% | +29.1% | +16.3% | +29.0% |
| 3Y | +270.8% | +31.7% | +239.1% | +202.5% |
| All | +270.8% | +29.0% | +241.8% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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