Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ZETA vs IRM✓SelectedUSD · IRMZETA vs IRM performance historyLatest closeAs of-4.07%09/04
Stock and ETF performance explorer

ZETA vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+252.6%
IRM return
+206.1%
Excess return
+46.5%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
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