+344.5%
ZETA vs IJR
+39.9%
+304.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -2.0% |
| 7D | -3.7% | -2.2% | -1.6% | -0.6% |
| 30D | +5.7% | -4.6% | +10.3% | +13.2% |
| 3M | +50.4% | +0.2% | +50.2% | +49.4% |
| 6M | +65.5% | +14.7% | +50.7% | +34.2% |
| YTD | +48.3% | +18.9% | +29.4% | +15.0% |
| 1Y | +45.4% | +19.9% | +25.4% | +12.5% |
| 3Y | +270.8% | +53.0% | +217.7% | +111.9% |
| All | +344.5% | +39.9% | +304.5% | +213.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling