+54.5%
ICE vs ZETA
+247.9%
-193.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -1.7% |
| 7D | -0.7% | +2.7% | -3.3% | -0.9% |
| 30D | +7.6% | +15.8% | -8.2% | +6.3% |
| 3M | +13.9% | +35.4% | -21.5% | +10.8% |
| 6M | -2.4% | +67.1% | -69.5% | -7.0% |
| YTD | +0.3% | +54.1% | -53.8% | -4.2% |
| 1Y | -6.4% | +67.8% | -74.2% | -11.6% |
| 3Y | +43.1% | +311.4% | -268.3% | +18.5% |
| 5Y | +42.1% | +324.8% | -282.7% | +13.3% |
| All | +54.5% | +247.9% | -193.4% | +26.3% |
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