+116.3%
ICE vs ZM
+47.0%
+69.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.4% | -5.7% | +3.3% | -2.0% |
| 30D | +4.0% | -9.1% | +13.1% | +4.7% |
| 3M | +13.7% | +3.5% | +10.2% | +13.2% |
| 6M | +0.9% | +25.7% | -24.7% | -1.2% |
| YTD | -2.1% | +10.8% | -12.9% | -3.4% |
| 1Y | -9.5% | +12.8% | -22.3% | -10.9% |
| 3Y | +42.1% | +33.1% | +8.9% | +37.3% |
| 5Y | +41.4% | -68.3% | +109.7% | +41.5% |
| All | +116.3% | +47.0% | +69.3% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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