+50.8%
ICE vs ZETA
+235.0%
-184.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.1% |
| 7D | -2.4% | -3.7% | +1.3% | -2.1% |
| 30D | +4.0% | +5.7% | -1.7% | +3.5% |
| 3M | +13.7% | +50.4% | -36.8% | +9.7% |
| 6M | +0.9% | +65.5% | -64.5% | -3.8% |
| YTD | -2.1% | +48.3% | -50.4% | -6.2% |
| 1Y | -9.5% | +45.4% | -54.9% | -13.5% |
| 3Y | +42.1% | +270.8% | -228.7% | +18.8% |
| 5Y | +41.4% | +336.1% | -294.7% | +13.0% |
| All | +50.8% | +235.0% | -184.1% | +23.7% |
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