+252.6%
ZETA vs IP
-22.2%
+274.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -5.0% |
| 7D | +2.7% | -5.3% | +7.9% | +4.8% |
| 30D | +15.8% | -10.9% | +26.7% | +21.3% |
| 3M | +35.4% | +11.2% | +24.3% | +27.1% |
| 6M | +67.1% | -10.2% | +77.3% | +71.4% |
| YTD | +54.1% | -2.0% | +56.0% | +49.6% |
| 1Y | +67.8% | -19.1% | +86.9% | +79.1% |
| 3Y | +311.4% | +20.9% | +290.6% | +240.1% |
| 5Y | +324.8% | -17.8% | +342.6% | +325.7% |
| All | +252.6% | -22.2% | +274.8% | +255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling