+76.3%
ZETA vs IP
-3.2%
+79.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.1% | +9.3% | +8.3% |
| 7D | +13.2% | 0.0% | +13.2% | +13.3% |
| 30D | +6.0% | +9.4% | -3.4% | +4.6% |
| 3M | +27.3% | -14.1% | +41.4% | +29.8% |
| 6M | +104.6% | +9.2% | +95.4% | +100.1% |
| YTD | +72.3% | -7.5% | +79.9% | +70.0% |
| 1Y | +76.3% | -2.8% | +79.1% | +66.6% |
| All | +76.3% | -3.2% | +79.5% | +66.6% |
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