+20.6%
ICE vs ZS
-31.8%
+52.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +12.2% | -12.3% | +24.4% | +12.9% |
| 30D | +15.0% | +11.2% | +3.7% | +13.9% |
| 3M | +17.6% | +37.5% | -19.9% | +14.9% |
| 6M | +12.6% | +57.8% | -45.2% | +7.6% |
| YTD | +9.1% | -0.2% | +9.3% | +6.0% |
| 1Y | +20.6% | -31.6% | +52.2% | +20.1% |
| All | +20.6% | -31.8% | +52.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling