+86.1%
ICE vs ZCMD
-100.0%
+186.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.1% |
| 7D | -2.4% | -5.4% | +3.0% | -2.3% |
| 30D | +4.0% | -24.8% | +28.8% | +4.3% |
| 3M | +13.7% | -62.8% | +76.5% | +12.2% |
| 6M | +0.9% | -99.5% | +100.5% | +4.6% |
| YTD | -2.1% | -99.8% | +97.6% | +2.4% |
| 1Y | -9.5% | -99.9% | +90.4% | -4.1% |
| 3Y | +42.1% | -100.0% | +142.1% | +54.3% |
| 5Y | +41.4% | -100.0% | +141.4% | +53.8% |
| All | +86.1% | -100.0% | +186.1% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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