+294.5%
ZETA vs IP
-26.6%
+321.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.1% | +9.3% | +8.6% |
| 7D | +13.2% | 0.0% | +13.2% | +13.3% |
| 30D | +6.0% | +9.4% | -3.4% | +2.0% |
| 3M | +27.3% | -14.1% | +41.4% | +34.7% |
| 6M | +104.6% | +9.2% | +95.4% | +92.2% |
| YTD | +72.3% | -7.5% | +79.9% | +70.7% |
| 1Y | +76.3% | -2.8% | +79.1% | +70.2% |
| 3Y | +325.6% | +21.2% | +304.4% | +245.8% |
| 5Y | +254.2% | -11.5% | +265.7% | +255.1% |
| All | +294.5% | -26.6% | +321.1% | +305.9% |
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 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