+85.9%
ZTS vs ICE
+258.3%
-172.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | +1.0% | +2.2% | -1.2% | -0.2% |
| 30D | +12.4% | +13.7% | -1.3% | +5.0% |
| 3M | +13.6% | +17.9% | -4.3% | +3.9% |
| 6M | +9.3% | +15.0% | -5.6% | +1.0% |
| YTD | -32.6% | +10.9% | -43.5% | -37.2% |
| 1Y | -30.0% | +17.0% | -47.0% | -36.8% |
| 3Y | -48.7% | +68.2% | -116.9% | -63.0% |
| 5Y | -59.3% | +40.4% | -99.7% | -67.8% |
| All | +85.9% | +258.3% | -172.4% | -5.3% |
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