+242.2%
ZETA vs IJH
+46.4%
+195.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | +0.4% |
| 7D | -0.1% | -0.7% | +0.7% | +1.2% |
| 30D | +10.5% | -3.8% | +14.3% | +17.4% |
| 3M | +44.3% | 0.0% | +44.3% | +43.7% |
| 6M | +59.4% | +8.8% | +50.7% | +39.0% |
| YTD | +49.5% | +13.5% | +36.0% | +22.7% |
| 1Y | +62.7% | +15.4% | +47.3% | +32.0% |
| 3Y | +274.6% | +50.9% | +223.7% | +114.7% |
| 5Y | +349.3% | +47.8% | +301.5% | +176.5% |
| All | +242.2% | +46.4% | +195.8% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling