+40.6%
ICE vs Z
-67.0%
+107.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.3% | -1.1% |
| 7D | -1.2% | -3.3% | +2.1% | -0.6% |
| 30D | +5.0% | -3.7% | +8.7% | +5.5% |
| 3M | +13.9% | -7.0% | +20.9% | +14.7% |
| 6M | -4.4% | -29.5% | +25.1% | +0.2% |
| YTD | -1.9% | -52.6% | +50.6% | +9.1% |
| 1Y | -8.1% | -64.0% | +55.9% | +6.3% |
| 3Y | +42.5% | -36.4% | +78.9% | +46.5% |
| 5Y | +40.6% | -65.8% | +106.4% | +41.3% |
| All | +40.6% | -67.0% | +107.6% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling