+332.7%
ICE vs Z
+6.9%
+325.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | +2.0% | -4.6% | +6.6% | +2.5% |
| 30D | +12.9% | +8.3% | +4.6% | +11.4% |
| 3M | +15.4% | -11.6% | +27.0% | +16.8% |
| 6M | +13.1% | -33.6% | +46.7% | +18.6% |
| YTD | +7.5% | -56.7% | +64.1% | +18.8% |
| 1Y | +18.3% | -59.1% | +77.5% | +31.7% |
| 3Y | +65.9% | -20.4% | +86.3% | +64.8% |
| 5Y | +35.2% | -55.3% | +90.5% | +39.4% |
| 10Y | +266.7% | -14.2% | +281.0% | +221.0% |
| All | +332.7% | +6.9% | +325.8% | +256.1% |
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