+40.0%
ICE vs ZBRA
-40.9%
+80.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -5.3% | -3.8% | -1.6% | -4.8% |
| 30D | +3.0% | -10.2% | +13.2% | +4.7% |
| 3M | +11.4% | +58.7% | -47.2% | +2.0% |
| 6M | -2.0% | +61.9% | -64.0% | -11.1% |
| YTD | -3.1% | +41.7% | -44.8% | -10.2% |
| 1Y | -8.4% | +12.4% | -20.7% | -11.5% |
| 3Y | +40.7% | +34.2% | +6.5% | +25.3% |
| 5Y | +40.0% | -40.8% | +80.7% | +59.2% |
| All | +40.0% | -40.9% | +80.9% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling