+40.0%
ICE vs ZM
-67.8%
+107.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -5.3% | -2.7% | -2.6% | -5.0% |
| 30D | +3.0% | -10.0% | +13.0% | +4.5% |
| 3M | +11.4% | +1.6% | +9.8% | +10.8% |
| 6M | -2.0% | +25.0% | -27.0% | -6.0% |
| YTD | -3.1% | +10.6% | -13.8% | -5.7% |
| 1Y | -8.4% | +14.0% | -22.3% | -11.3% |
| 3Y | +40.7% | +32.5% | +8.3% | +31.1% |
| 5Y | +40.0% | -68.3% | +108.3% | +42.8% |
| All | +40.0% | -67.8% | +107.8% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling