+282.0%
ZETA vs IVZ
+37.5%
+244.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +8.2% |
| 7D | +18.8% | -2.8% | +21.5% | +21.0% |
| 30D | +12.6% | -2.2% | +14.8% | +14.3% |
| 3M | +29.5% | -8.1% | +37.6% | +36.9% |
| 6M | +128.6% | +3.8% | +124.8% | +119.1% |
| YTD | +85.5% | +11.5% | +74.0% | +68.7% |
| 1Y | +90.6% | +23.7% | +66.9% | +61.4% |
| 3Y | +358.0% | +145.8% | +212.2% | +127.9% |
| 5Y | +282.0% | +36.1% | +245.9% | +220.4% |
| All | +282.0% | +37.5% | +244.5% | +220.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling