+361.9%
ZETA vs IVZ
+147.9%
+214.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +8.1% |
| 7D | +18.8% | -2.8% | +21.5% | +20.8% |
| 30D | +12.6% | -2.2% | +14.8% | +14.2% |
| 3M | +29.5% | -8.1% | +37.6% | +36.2% |
| 6M | +128.6% | +3.8% | +124.8% | +120.0% |
| YTD | +85.5% | +11.5% | +74.0% | +70.2% |
| 1Y | +90.6% | +23.7% | +66.9% | +63.9% |
| All | +361.9% | +147.9% | +214.1% | +150.2% |
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