+71.0%
ICE vs ZETA
+313.7%
-242.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +2.2% | +26.5% | -24.2% | +0.3% |
| 30D | +13.7% | +10.3% | +3.4% | +12.7% |
| 3M | +17.9% | +30.5% | -12.6% | +15.2% |
| 6M | +15.0% | +129.4% | -114.4% | +6.7% |
| YTD | +10.9% | +83.1% | -72.2% | +4.3% |
| 1Y | +17.0% | +82.1% | -65.1% | +9.9% |
| 3Y | +68.2% | +352.3% | -284.1% | +38.3% |
| 5Y | +40.4% | +293.1% | -252.7% | +12.3% |
| All | +71.0% | +313.7% | -242.6% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling