+66.8%
ZETA vs IRE
-97.3%
+164.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +4.6% |
| 7D | +6.2% | -15.5% | +21.7% | +6.2% |
| 30D | -2.0% | -70.4% | +68.4% | +3.4% |
| 3M | +21.7% | -81.6% | +103.3% | +30.3% |
| 6M | +89.1% | -94.7% | +183.8% | +114.9% |
| YTD | +59.3% | -91.8% | +151.1% | +54.7% |
| 1Y | +66.2% | -97.6% | +163.7% | +94.6% |
| All | +66.8% | -97.3% | +164.1% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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