+41.3%
ICE vs ZM
+34.4%
+6.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +4.0% | -10.3% | +14.2% | +5.1% |
| 3M | +11.0% | -0.7% | +11.6% | +10.7% |
| 6M | -5.0% | +24.8% | -29.8% | -7.9% |
| YTD | -2.7% | +11.5% | -14.2% | -4.7% |
| 1Y | -8.6% | +12.3% | -21.0% | -10.7% |
| All | +41.3% | +34.4% | +6.9% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling