+246.3%
ZETA vs IVZ
+38.0%
+208.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.3% |
| 7D | -2.4% | +1.1% | -3.5% | -3.1% |
| 30D | +15.6% | +3.1% | +12.5% | +13.3% |
| 3M | +41.5% | +18.2% | +23.3% | +25.2% |
| 6M | +63.4% | +38.6% | +24.8% | +28.9% |
| YTD | +51.3% | +25.9% | +25.4% | +28.0% |
| 1Y | +65.8% | +51.7% | +14.1% | +24.5% |
| 3Y | +279.2% | +138.7% | +140.5% | +102.4% |
| 5Y | +341.8% | +62.8% | +279.0% | +196.7% |
| All | +246.3% | +38.0% | +208.4% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling