+2,263.8%
ICE vs ZBRA
+690.4%
+1,573.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.2% |
| 7D | -1.2% | +2.6% | -3.7% | -2.0% |
| 30D | +5.0% | -6.4% | +11.3% | +7.2% |
| 3M | +13.9% | +51.3% | -37.4% | -3.3% |
| 6M | -4.4% | +60.5% | -64.9% | -21.3% |
| YTD | -1.9% | +45.2% | -47.1% | -17.1% |
| 1Y | -8.1% | +12.3% | -20.5% | -15.7% |
| 3Y | +42.5% | +37.5% | +5.0% | +13.6% |
| 5Y | +40.6% | -39.2% | +79.8% | +46.6% |
| 10Y | +217.1% | +417.0% | -199.9% | +7.2% |
| All | +2,263.8% | +690.4% | +1,573.4% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling