+246.3%
ZETA vs IJR
+35.2%
+211.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -0.7% |
| 7D | -2.4% | +0.9% | -3.4% | -3.8% |
| 30D | +15.6% | -3.1% | +18.7% | +20.9% |
| 3M | +41.5% | +4.4% | +37.1% | +32.5% |
| 6M | +63.4% | +16.1% | +47.3% | +31.3% |
| YTD | +51.3% | +20.6% | +30.7% | +16.0% |
| 1Y | +65.8% | +22.9% | +43.0% | +25.4% |
| 3Y | +279.2% | +55.2% | +224.0% | +118.3% |
| 5Y | +341.8% | +41.1% | +300.7% | +199.8% |
| All | +246.3% | +35.2% | +211.2% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling