-29.0%
ADBE vs ICE
-8.7%
-20.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.1% |
| 7D | -12.9% | -5.3% | -7.6% | -10.0% |
| 30D | -5.6% | +3.0% | -8.7% | -7.0% |
| 3M | +6.6% | +11.4% | -4.8% | +0.5% |
| 6M | -9.6% | -2.0% | -7.5% | -8.7% |
| YTD | -28.9% | -3.1% | -25.8% | -27.7% |
| All | -29.0% | -8.7% | -20.4% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling