+8.4%
ICE vs ZYBT
-57.8%
+66.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -5.3% | -2.5% | -2.9% | -5.3% |
| 30D | +3.0% | -1.2% | +4.3% | +3.0% |
| 3M | +11.4% | +76.7% | -65.2% | +10.0% |
| 6M | -2.0% | +103.6% | -105.6% | -3.4% |
| YTD | -3.1% | +38.3% | -41.4% | -4.3% |
| 1Y | -8.4% | -84.7% | +76.3% | -8.6% |
| All | +8.4% | -57.8% | +66.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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