+341.8%
ZETA vs IRM
+192.5%
+149.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -2.4% | +1.6% | -4.1% | -3.3% |
| 30D | +15.6% | -4.2% | +19.8% | +18.1% |
| 3M | +41.5% | -5.4% | +46.9% | +44.8% |
| 6M | +63.4% | +12.0% | +51.4% | +50.3% |
| YTD | +51.3% | +42.0% | +9.3% | +19.3% |
| 1Y | +65.8% | +29.9% | +35.9% | +37.6% |
| 3Y | +279.2% | +104.4% | +174.8% | +123.8% |
| 5Y | +341.8% | +191.0% | +150.7% | +110.9% |
| All | +341.8% | +192.5% | +149.2% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling