+20.6%
ICE vs ZETA
+84.8%
-64.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +2.1% |
| 7D | +12.2% | -5.0% | +17.1% | +12.7% |
| 30D | +15.0% | -3.3% | +18.3% | +15.2% |
| 3M | +17.6% | +31.0% | -13.4% | +14.0% |
| 6M | +12.6% | +72.2% | -59.6% | +5.1% |
| YTD | +9.1% | +56.2% | -47.1% | +1.3% |
| 1Y | +20.6% | +90.3% | -69.7% | +10.8% |
| All | +20.6% | +84.8% | -64.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling