+67.8%
ZETA vs IP
-18.9%
+86.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.4% |
| 7D | +2.7% | -5.3% | +7.9% | +3.6% |
| 30D | +15.8% | -10.9% | +26.7% | +18.1% |
| 3M | +35.4% | +11.2% | +24.3% | +32.0% |
| 6M | +67.1% | -10.2% | +77.3% | +73.8% |
| YTD | +54.1% | -2.0% | +56.0% | +53.3% |
| 1Y | +67.8% | -19.1% | +86.9% | +75.9% |
| All | +67.8% | -18.9% | +86.7% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling