+205.7%
ZTS vs ICE
+653.2%
-447.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +5.6% | +3.6% | +1.9% | +3.8% |
| 30D | +12.1% | +15.1% | -3.0% | +4.9% |
| 3M | +11.3% | +15.4% | -4.1% | +3.9% |
| 6M | +14.3% | +16.1% | -1.8% | +6.1% |
| YTD | -31.9% | +11.4% | -43.2% | -36.1% |
| 1Y | -29.3% | +18.5% | -47.7% | -35.6% |
| 3Y | -48.0% | +70.5% | -118.6% | -61.0% |
| 5Y | -58.9% | +40.9% | -99.8% | -66.5% |
| 10Y | +81.7% | +260.6% | -178.9% | +0.8% |
| All | +205.7% | +653.2% | -447.5% | +37.5% |
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