+90.6%
ZETA vs IRE
-97.4%
+188.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +12.1% | -4.5% | +7.0% |
| 7D | +18.8% | -15.1% | +33.9% | +18.9% |
| 30D | +12.6% | -71.4% | +84.0% | +17.4% |
| 3M | +29.5% | -81.2% | +110.6% | +36.1% |
| 6M | +128.6% | -93.7% | +222.3% | +149.6% |
| YTD | +85.5% | -92.2% | +177.7% | +82.4% |
| 1Y | +90.6% | -97.3% | +187.9% | +102.6% |
| All | +90.6% | -97.4% | +188.0% | +102.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling