+227.5%
ZETA vs IP
-9.5%
+237.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +3.3% |
| 7D | +6.2% | -3.0% | +9.3% | +7.6% |
| 30D | -2.0% | +10.6% | -12.6% | -6.1% |
| 3M | +21.7% | -13.6% | +35.3% | +28.5% |
| 6M | +89.1% | +10.4% | +78.7% | +76.8% |
| YTD | +59.3% | -6.5% | +65.8% | +57.1% |
| 1Y | +66.2% | -2.1% | +68.3% | +60.0% |
| 3Y | +297.3% | +22.0% | +275.3% | +218.4% |
| 5Y | +227.5% | -9.7% | +237.2% | +226.1% |
| All | +227.5% | -9.5% | +237.0% | +226.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling