+256.2%
ICE vs Z
-16.2%
+272.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +2.1% |
| 7D | +3.2% | -6.5% | +9.6% | +4.0% |
| 30D | +12.9% | -0.1% | +13.0% | +12.6% |
| 3M | +17.5% | -14.1% | +31.7% | +19.4% |
| 6M | +14.0% | -30.1% | +44.0% | +18.7% |
| YTD | +10.0% | -57.5% | +67.5% | +21.9% |
| 1Y | +19.5% | -60.3% | +79.9% | +33.6% |
| 3Y | +66.8% | -21.0% | +87.8% | +65.8% |
| 5Y | +40.3% | -54.9% | +95.3% | +44.4% |
| All | +256.2% | -16.2% | +272.4% | +217.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling