+214.9%
ICE vs Z
-5.7%
+220.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.9% | -7.1% | +6.2% | +0.2% |
| 30D | +4.0% | -4.8% | +8.7% | +4.6% |
| 3M | +11.0% | -9.3% | +20.3% | +12.1% |
| 6M | -5.0% | -29.0% | +24.0% | -1.1% |
| YTD | -2.7% | -52.9% | +50.2% | +6.8% |
| 1Y | -8.6% | -63.1% | +54.5% | +3.4% |
| 3Y | +41.4% | -36.9% | +78.2% | +45.2% |
| 5Y | +39.9% | -65.5% | +105.4% | +47.6% |
| 10Y | +214.9% | -3.9% | +218.8% | +170.8% |
| All | +214.9% | -5.7% | +220.6% | +170.8% |
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