+252.6%
ZETA vs IWF
+96.8%
+155.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.0% |
| 7D | +2.7% | +0.5% | +2.1% | +1.8% |
| 30D | +15.8% | -0.4% | +16.2% | +16.7% |
| 3M | +35.4% | -2.6% | +38.0% | +40.6% |
| 6M | +67.1% | +9.1% | +58.0% | +46.5% |
| YTD | +54.1% | +4.5% | +49.6% | +45.8% |
| 1Y | +67.8% | +10.1% | +57.7% | +48.2% |
| 3Y | +311.4% | +77.6% | +233.8% | +84.3% |
| 5Y | +324.8% | +73.7% | +251.1% | +95.7% |
| All | +252.6% | +96.8% | +155.9% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling