+62.0%
ZETA vs IRM
+20.9%
+41.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | -6.5% | -1.8% | -4.7% | -5.8% |
| 30D | +4.8% | -7.8% | +12.6% | +8.0% |
| 3M | +53.3% | -7.9% | +61.2% | +57.5% |
| 6M | +66.8% | +6.3% | +60.5% | +57.0% |
| YTD | +50.2% | +38.2% | +12.0% | +19.7% |
| 1Y | +62.0% | +19.8% | +42.2% | +36.9% |
| All | +62.0% | +20.9% | +41.1% | +36.9% |
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