+243.8%
ZETA vs IVZ
+36.2%
+207.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -6.5% | -2.4% | -4.1% | -5.0% |
| 30D | +4.8% | +2.5% | +2.3% | +3.2% |
| 3M | +53.3% | +17.1% | +36.3% | +36.5% |
| 6M | +66.8% | +35.1% | +31.7% | +33.9% |
| YTD | +50.2% | +24.3% | +25.9% | +28.1% |
| 1Y | +62.0% | +48.7% | +13.4% | +23.3% |
| 3Y | +276.4% | +135.6% | +140.7% | +102.6% |
| 5Y | +341.6% | +60.3% | +281.3% | +199.2% |
| All | +243.8% | +36.2% | +207.5% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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