+42.5%
ICE vs ZETA
+281.1%
-238.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -1.2% | -2.4% | +1.3% | -1.0% |
| 30D | +5.0% | +15.6% | -10.6% | +3.8% |
| 3M | +13.9% | +41.5% | -27.6% | +10.7% |
| 6M | -4.4% | +63.4% | -67.8% | -8.4% |
| YTD | -1.9% | +51.3% | -53.2% | -5.8% |
| 1Y | -8.1% | +65.8% | -73.9% | -12.5% |
| 3Y | +42.5% | +279.2% | -236.7% | +13.9% |
| All | +42.5% | +281.1% | -238.6% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling