+55.7%
ZTS vs ICE
+220.6%
-164.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.4% |
| 7D | -3.7% | -2.4% | -1.4% | -2.5% |
| 30D | -0.8% | +4.0% | -4.8% | -2.9% |
| 3M | -9.7% | +13.7% | -23.4% | -16.0% |
| 6M | -38.4% | +0.9% | -39.3% | -39.2% |
| YTD | -41.1% | -2.1% | -39.0% | -41.3% |
| 1Y | -50.6% | -9.5% | -41.1% | -48.7% |
| 3Y | -59.1% | +42.1% | -101.2% | -67.6% |
| 5Y | -62.7% | +41.4% | -104.1% | -70.7% |
| All | +55.7% | +220.6% | -164.9% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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