+264.7%
ZETA vs IONS
-15.9%
+280.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -21.4% | +25.8% | +9.7% |
| 7D | +6.2% | -24.8% | +31.1% | +12.9% |
| 30D | -2.0% | -31.5% | +29.5% | +6.6% |
| 3M | +21.7% | -45.2% | +66.9% | +39.2% |
| 6M | +89.1% | -59.1% | +148.2% | +129.7% |
| YTD | +59.3% | -60.8% | +120.1% | +95.5% |
| 1Y | +66.2% | -57.9% | +124.0% | +98.9% |
| 3Y | +297.3% | -34.5% | +331.8% | +285.0% |
| 5Y | +227.5% | -8.8% | +236.3% | +139.2% |
| All | +264.7% | -15.9% | +280.6% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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