+59.6%
ZETA vs IRE
-97.2%
+156.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +39.6% | -34.3% | +2.7% |
| 7D | -0.4% | -27.2% | +26.7% | +0.3% |
| 30D | -8.0% | -75.1% | +67.1% | -2.1% |
| 3M | +21.4% | -77.9% | +99.3% | +28.4% |
| 6M | +80.1% | -94.6% | +174.7% | +103.9% |
| YTD | +52.5% | -91.5% | +144.0% | +47.9% |
| 1Y | +58.5% | -97.8% | +156.3% | +90.8% |
| All | +59.6% | -97.2% | +156.9% | +75.4% |
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