+242.2%
ZETA vs IFF
-34.5%
+276.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -0.1% | -3.0% | +3.0% | +1.4% |
| 30D | +10.5% | -0.9% | +11.4% | +10.8% |
| 3M | +44.3% | +11.8% | +32.5% | +37.0% |
| 6M | +59.4% | +16.5% | +42.9% | +45.1% |
| YTD | +49.5% | +26.5% | +23.0% | +28.5% |
| 1Y | +62.7% | +32.7% | +30.0% | +35.8% |
| 3Y | +274.6% | +32.0% | +242.6% | +198.8% |
| 5Y | +349.3% | -36.1% | +385.4% | +492.8% |
| All | +242.2% | -34.5% | +276.7% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling