-54.9%
ADBE vs ICE
+40.8%
-95.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -8.9% | -0.9% | -8.1% | -8.4% |
| 30D | -6.6% | +4.0% | -10.6% | -8.2% |
| 3M | +7.1% | +11.0% | -3.8% | +2.0% |
| 6M | -9.8% | -5.0% | -4.8% | -8.0% |
| YTD | -27.2% | -2.7% | -24.5% | -26.5% |
| 1Y | -28.0% | -8.6% | -19.4% | -25.7% |
| All | -54.9% | +40.8% | -95.6% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling