+200.7%
ZTS vs ICE
+644.1%
-443.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.5% |
| 7D | -0.6% | +3.2% | -3.8% | -2.0% |
| 30D | +11.0% | +12.9% | -1.9% | +4.8% |
| 3M | +10.9% | +17.5% | -6.6% | +2.7% |
| 6M | +0.9% | +14.0% | -13.1% | -5.5% |
| YTD | -33.0% | +10.0% | -43.0% | -36.7% |
| 1Y | -29.6% | +19.5% | -49.1% | -36.2% |
| 3Y | -49.0% | +66.8% | -115.8% | -61.3% |
| 5Y | -59.5% | +40.3% | -99.8% | -66.9% |
| 10Y | +77.0% | +249.7% | -172.7% | -0.6% |
| All | +200.7% | +644.1% | -443.4% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling