+91.7%
ZETA vs IRE
-97.8%
+189.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.5% | +12.3% | -0.4% |
| 7D | +26.5% | +11.1% | +15.4% | +24.9% |
| 30D | +10.3% | -75.2% | +85.4% | +17.4% |
| 3M | +30.5% | -86.4% | +116.9% | +42.3% |
| 6M | +129.4% | -94.8% | +224.2% | +159.4% |
| YTD | +83.1% | -93.3% | +176.4% | +79.8% |
| 1Y | +82.1% | -97.5% | +179.6% | +105.2% |
| All | +91.7% | -97.8% | +189.5% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling