+239.5%
ZETA vs IJR
+33.2%
+206.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -2.0% |
| 7D | -3.7% | -2.2% | -1.6% | -0.7% |
| 30D | +5.7% | -4.6% | +10.3% | +13.0% |
| 3M | +50.4% | +0.2% | +50.2% | +49.5% |
| 6M | +65.5% | +14.7% | +50.7% | +35.2% |
| YTD | +48.3% | +18.9% | +29.4% | +16.0% |
| 1Y | +45.4% | +19.9% | +25.4% | +13.6% |
| 3Y | +270.8% | +53.0% | +217.7% | +117.8% |
| 5Y | +336.1% | +40.9% | +295.3% | +200.7% |
| All | +239.5% | +33.2% | +206.3% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling