+90.3%
ZETA vs IRM
+19.5%
+70.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.0% |
| 7D | -5.0% | +2.6% | -7.6% | -5.8% |
| 30D | -3.3% | +5.6% | -9.0% | -5.1% |
| 3M | +31.0% | -4.7% | +35.7% | +33.0% |
| 6M | +72.2% | -6.1% | +78.3% | +75.1% |
| YTD | +56.2% | +46.3% | +9.8% | +25.1% |
| 1Y | +90.3% | +18.7% | +71.6% | +75.3% |
| All | +90.3% | +19.5% | +70.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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