+337.1%
ICE vs Z
+10.9%
+326.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.5% |
| 7D | +1.0% | -5.2% | +6.2% | +1.6% |
| 30D | +11.4% | +5.7% | +5.7% | +10.3% |
| 3M | +16.2% | -8.7% | +24.9% | +17.0% |
| 6M | +12.5% | -26.0% | +38.4% | +16.2% |
| YTD | +8.6% | -55.0% | +63.6% | +19.4% |
| 1Y | +18.4% | -58.0% | +76.3% | +31.2% |
| 3Y | +66.4% | -15.2% | +81.6% | +63.9% |
| 5Y | +37.2% | -53.8% | +91.0% | +40.8% |
| 10Y | +244.8% | -14.5% | +259.4% | +201.8% |
| All | +337.1% | +10.9% | +326.2% | +257.9% |
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 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