+252.6%
ZETA vs IRM
+206.1%
+46.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -5.0% |
| 7D | +2.7% | -0.5% | +3.1% | +2.9% |
| 30D | +15.8% | -8.1% | +23.9% | +21.1% |
| 3M | +35.4% | -9.7% | +45.1% | +42.3% |
| 6M | +67.1% | +10.0% | +57.1% | +55.6% |
| YTD | +54.1% | +43.0% | +11.1% | +21.6% |
| 1Y | +67.8% | +32.7% | +35.2% | +38.1% |
| 3Y | +311.4% | +102.7% | +208.7% | +148.3% |
| 5Y | +324.8% | +187.6% | +137.2% | +96.2% |
| All | +252.6% | +206.1% | +46.5% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling