+252.6%
ZETA vs IONS
+57.6%
+195.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +2.7% | -4.8% | +7.5% | +3.8% |
| 30D | +15.8% | +7.2% | +8.6% | +13.1% |
| 3M | +35.4% | -22.7% | +58.1% | +42.2% |
| 6M | +67.1% | -26.9% | +94.0% | +77.9% |
| YTD | +54.1% | -26.6% | +80.6% | +63.3% |
| 1Y | +67.8% | -2.1% | +69.9% | +61.7% |
| 3Y | +311.4% | +43.4% | +268.0% | +214.1% |
| 5Y | +324.8% | +47.0% | +277.8% | +190.9% |
| All | +252.6% | +57.6% | +195.1% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling