+67.8%
ZETA vs IWF
+10.9%
+56.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.0% |
| 7D | +2.7% | +0.5% | +2.1% | +1.7% |
| 30D | +15.8% | -0.4% | +16.2% | +16.7% |
| 3M | +35.4% | -2.6% | +38.0% | +43.5% |
| 6M | +67.1% | +9.1% | +58.0% | +40.7% |
| YTD | +54.1% | +4.5% | +49.6% | +43.2% |
| 1Y | +67.8% | +10.1% | +57.7% | +41.5% |
| All | +67.8% | +10.9% | +56.9% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling