+324.5%
ZETA vs IRM
+196.8%
+127.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.5% | +6.1% | +6.8% |
| 7D | +18.8% | -5.3% | +24.0% | +22.3% |
| 30D | +12.6% | -2.3% | +14.9% | +14.1% |
| 3M | +29.5% | -7.4% | +36.9% | +34.3% |
| 6M | +128.6% | -12.2% | +140.8% | +143.0% |
| YTD | +85.5% | +38.6% | +46.8% | +48.4% |
| 1Y | +90.6% | +14.9% | +75.7% | +70.8% |
| 3Y | +358.0% | +108.2% | +249.8% | +170.7% |
| 5Y | +282.0% | +183.8% | +98.1% | +75.9% |
| All | +324.5% | +196.8% | +127.7% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling