+67.8%
ZETA vs IRM
+34.4%
+33.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.7% |
| 7D | +2.7% | -0.5% | +3.1% | +2.8% |
| 30D | +15.8% | -8.1% | +23.9% | +19.6% |
| 3M | +35.4% | -9.7% | +45.1% | +40.6% |
| 6M | +67.1% | +10.0% | +57.1% | +55.4% |
| YTD | +54.1% | +43.0% | +11.1% | +22.2% |
| 1Y | +67.8% | +32.7% | +35.2% | +37.1% |
| All | +67.8% | +34.4% | +33.4% | +37.1% |
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