+303.7%
ICE vs Z
+25.1%
+278.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -0.7% | -3.0% | +2.3% | -0.3% |
| 30D | +7.6% | -4.2% | +11.8% | +8.1% |
| 3M | +13.9% | -3.7% | +17.6% | +14.2% |
| 6M | -2.4% | -24.5% | +22.2% | +0.7% |
| YTD | +0.3% | -49.3% | +49.6% | +8.9% |
| 1Y | -6.4% | -58.7% | +52.3% | +4.2% |
| 3Y | +43.1% | -34.1% | +77.2% | +46.1% |
| 5Y | +42.1% | -64.5% | +106.7% | +49.4% |
| 10Y | +220.9% | -0.5% | +221.4% | +176.0% |
| All | +303.7% | +25.1% | +278.6% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling