+270.8%
ZETA vs IJH
+49.7%
+221.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.5% |
| 7D | -3.7% | -1.9% | -1.9% | -0.8% |
| 30D | +5.7% | -4.6% | +10.3% | +14.2% |
| 3M | +50.4% | -1.2% | +51.6% | +52.6% |
| 6M | +65.5% | +9.4% | +56.1% | +40.8% |
| YTD | +48.3% | +13.3% | +35.0% | +19.7% |
| 1Y | +45.4% | +13.4% | +32.0% | +18.6% |
| 3Y | +270.8% | +50.4% | +220.3% | +105.2% |
| All | +270.8% | +49.7% | +221.0% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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