+312.3%
ZETA vs IWF
+83.4%
+228.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | 0.0% |
| 7D | +18.1% | +2.8% | +15.3% | +13.3% |
| 30D | +13.6% | -7.5% | +21.1% | +28.0% |
| 3M | +23.7% | -8.5% | +32.2% | +41.6% |
| 6M | +128.5% | -7.4% | +135.9% | +156.4% |
| YTD | +80.1% | -2.6% | +82.7% | +89.5% |
| 1Y | +98.0% | -1.8% | +99.8% | +106.3% |
| 3Y | +348.6% | +65.5% | +283.1% | +123.6% |
| 5Y | +286.6% | +55.8% | +230.8% | +116.5% |
| All | +312.3% | +83.4% | +228.9% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling