+294.9%
ZETA vs IWD
+72.9%
+222.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -2.1% |
| 7D | +18.1% | +2.3% | +15.8% | +13.4% |
| 30D | +13.6% | +3.6% | +10.0% | +6.6% |
| 3M | +23.7% | +2.2% | +21.6% | +19.1% |
| 6M | +128.5% | +13.0% | +115.5% | +81.3% |
| YTD | +80.1% | +26.5% | +53.6% | +15.6% |
| 1Y | +98.0% | +30.1% | +67.9% | +20.8% |
| 3Y | +348.6% | +84.9% | +263.7% | +53.1% |
| All | +294.9% | +72.9% | +222.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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