+213.7%
ICE vs ZBRA
+435.2%
-221.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | -2.4% | -3.4% | +1.0% | -1.7% |
| 30D | +4.0% | -7.4% | +11.4% | +5.5% |
| 3M | +13.7% | +57.5% | -43.8% | +2.5% |
| 6M | +0.9% | +64.0% | -63.0% | -10.3% |
| YTD | -2.1% | +44.3% | -46.4% | -11.0% |
| 1Y | -9.5% | +10.9% | -20.4% | -13.3% |
| 3Y | +42.1% | +37.5% | +4.6% | +24.6% |
| 5Y | +41.4% | -39.7% | +81.0% | +46.8% |
| All | +213.7% | +435.2% | -221.6% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling