+73.6%
ICE vs ZETA
+318.9%
-245.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.6% | -5.2% | +1.8% |
| 7D | +3.2% | +18.8% | -15.5% | +1.8% |
| 30D | +14.7% | +12.6% | +2.1% | +13.5% |
| 3M | +19.8% | +29.5% | -9.7% | +17.1% |
| 6M | +15.2% | +128.6% | -113.4% | +7.0% |
| YTD | +12.7% | +85.5% | -72.8% | +5.8% |
| 1Y | +20.4% | +90.6% | -70.2% | +12.7% |
| 3Y | +70.8% | +358.0% | -287.2% | +40.3% |
| 5Y | +43.9% | +282.0% | -238.0% | +15.2% |
| All | +73.6% | +318.9% | -245.2% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling