+67.8%
ZETA vs IJR
+25.5%
+42.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.7% |
| 7D | +2.7% | -0.2% | +2.8% | +2.8% |
| 30D | +15.8% | -2.4% | +18.2% | +20.8% |
| 3M | +35.4% | +3.9% | +31.5% | +25.5% |
| 6M | +67.1% | +12.4% | +54.7% | +32.3% |
| YTD | +54.1% | +21.5% | +32.6% | +3.5% |
| 1Y | +67.8% | +24.0% | +43.8% | +8.9% |
| All | +67.8% | +25.5% | +42.3% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling