-6.4%
ICE vs Z
-58.8%
+52.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -0.7% | -3.0% | +2.3% | -0.1% |
| 30D | +7.6% | -4.2% | +11.8% | +8.3% |
| 3M | +13.9% | -3.7% | +17.6% | +14.0% |
| 6M | -2.4% | -24.5% | +22.2% | +1.8% |
| YTD | +0.3% | -49.3% | +49.6% | +13.9% |
| 1Y | -6.4% | -58.7% | +52.3% | +10.0% |
| All | -6.4% | -58.8% | +52.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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