+273.7%
ZETA vs IVZ
+133.3%
+140.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -0.1% | +1.2% | -1.2% | -0.7% |
| 30D | +10.5% | +1.8% | +8.7% | +9.2% |
| 3M | +44.3% | +15.7% | +28.6% | +30.0% |
| 6M | +59.4% | +36.3% | +23.1% | +27.9% |
| YTD | +49.5% | +24.9% | +24.6% | +27.7% |
| 1Y | +62.7% | +48.9% | +13.7% | +25.0% |
| All | +273.7% | +133.3% | +140.4% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling