+140.6%
ICE vs ZS
+517.5%
-376.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.5% |
| 7D | -0.7% | -7.8% | +7.2% | +0.2% |
| 30D | +7.6% | +5.0% | +2.6% | +6.9% |
| 3M | +13.9% | +25.5% | -11.6% | +10.6% |
| 6M | -2.4% | +8.7% | -11.1% | -5.0% |
| YTD | +0.3% | -24.5% | +24.8% | +1.5% |
| 1Y | -6.4% | -36.7% | +30.3% | -3.6% |
| 3Y | +43.1% | +7.2% | +35.9% | +35.6% |
| 5Y | +42.1% | -40.9% | +83.0% | +37.7% |
| All | +140.6% | +517.5% | -376.9% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling