+249.0%
ZETA vs IP
-27.8%
+276.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.4% | +5.0% |
| 7D | -0.4% | -5.1% | +4.6% | +1.7% |
| 30D | -8.0% | +8.5% | -16.5% | -11.2% |
| 3M | +21.4% | -13.8% | +35.2% | +28.2% |
| 6M | +80.1% | +5.7% | +74.4% | +71.5% |
| YTD | +52.5% | -9.1% | +61.6% | +52.1% |
| 1Y | +58.5% | -0.8% | +59.3% | +51.0% |
| 3Y | +281.7% | +14.8% | +266.9% | +219.7% |
| 5Y | +237.3% | -11.5% | +248.8% | +238.8% |
| All | +249.0% | -27.8% | +276.9% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling