+146.1%
ICE vs ZM
+53.5%
+92.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.2% |
| 7D | +3.6% | +11.0% | -7.4% | +2.8% |
| 30D | +15.1% | +5.6% | +9.4% | +14.5% |
| 3M | +15.4% | -9.1% | +24.5% | +16.0% |
| 6M | +16.1% | -2.6% | +18.7% | +15.9% |
| YTD | +11.4% | +15.7% | -4.3% | +9.4% |
| 1Y | +18.5% | +18.8% | -0.3% | +16.1% |
| 3Y | +70.5% | +62.2% | +8.4% | +62.4% |
| 5Y | +40.9% | -60.9% | +101.8% | +39.9% |
| All | +146.1% | +53.5% | +92.6% | +135.4% |
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