+134.8%
ICE vs ZS
+498.3%
-363.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -2.4% | -3.1% | +0.7% | -2.1% |
| 30D | +4.0% | -7.2% | +11.2% | +4.7% |
| 3M | +13.7% | +30.5% | -16.8% | +9.9% |
| 6M | +0.9% | +7.0% | -6.0% | -1.6% |
| YTD | -2.1% | -26.8% | +24.7% | -0.6% |
| 1Y | -9.5% | -42.6% | +33.1% | -5.7% |
| 3Y | +42.1% | -0.3% | +42.4% | +35.8% |
| 5Y | +41.4% | -39.2% | +80.6% | +36.7% |
| All | +134.8% | +498.3% | -363.5% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling