+167.2%
ICE vs ZS
+599.9%
-432.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +3.6% | -2.6% | +6.2% | +3.9% |
| 30D | +15.1% | -12.8% | +27.9% | +16.5% |
| 3M | +15.4% | +2.3% | +13.1% | +14.2% |
| 6M | +16.1% | +26.3% | -10.1% | +10.8% |
| YTD | +11.4% | -14.4% | +25.8% | +10.4% |
| 1Y | +18.5% | -37.6% | +56.1% | +21.8% |
| 3Y | +70.5% | +8.0% | +62.5% | +60.9% |
| 5Y | +40.9% | -44.9% | +85.8% | +36.7% |
| All | +167.2% | +599.9% | -432.7% | +96.9% |
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