+231.5%
ZETA vs IP
-28.4%
+259.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.0% | -3.3% | -5.7% |
| 7D | -10.0% | -5.0% | -5.0% | -8.1% |
| 30D | -10.6% | +6.5% | -17.1% | -13.0% |
| 3M | +8.9% | -18.0% | +26.9% | +17.5% |
| 6M | +65.1% | +10.3% | +54.8% | +53.9% |
| YTD | +44.8% | -9.9% | +54.7% | +44.9% |
| 1Y | +47.8% | -1.1% | +48.8% | +40.8% |
| 3Y | +248.8% | +13.0% | +235.7% | +194.5% |
| 5Y | +220.3% | -12.3% | +232.6% | +222.8% |
| All | +231.5% | -28.4% | +259.9% | +244.6% |
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 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