+20.4%
ICE vs Z
-59.6%
+80.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | +3.2% | -13.1% | +16.3% | +5.8% |
| 30D | +14.7% | +5.9% | +8.9% | +13.0% |
| 3M | +19.8% | -13.7% | +33.5% | +22.3% |
| 6M | +15.2% | -27.1% | +42.4% | +20.8% |
| YTD | +12.7% | -56.8% | +69.5% | +32.3% |
| 1Y | +20.4% | -60.2% | +80.6% | +43.6% |
| All | +20.4% | -59.6% | +80.0% | +43.6% |
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