+49.0%
ADI vs ICE
-7.2%
+56.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.4% |
| 30D | -3.8% | +7.6% | -11.4% | -3.3% |
| 3M | -15.3% | +13.9% | -29.2% | -13.9% |
| 6M | +6.7% | -2.4% | +9.0% | +11.0% |
| YTD | +34.8% | +0.3% | +34.5% | +38.3% |
| 1Y | +49.0% | -6.4% | +55.4% | +57.6% |
| All | +49.0% | -7.2% | +56.2% | +57.6% |
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 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