+151.4%
ADBE vs ICE
+220.6%
-69.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +0.7% |
| 7D | -5.4% | -2.4% | -3.0% | -3.8% |
| 30D | -2.5% | +4.0% | -6.5% | -4.9% |
| 3M | +15.3% | +13.7% | +1.6% | +5.9% |
| 6M | -7.8% | +0.9% | -8.8% | -8.5% |
| YTD | -27.9% | -2.1% | -25.8% | -27.4% |
| 1Y | -28.0% | -9.5% | -18.5% | -23.8% |
| 3Y | -55.3% | +42.1% | -97.4% | -66.1% |
| 5Y | -61.7% | +41.4% | -103.1% | -71.0% |
| All | +151.4% | +220.6% | -69.2% | +39.6% |
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