+620.2%
ADI vs ICE
+259.6%
+360.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.9% |
| 7D | +9.5% | +3.6% | +5.8% | +7.6% |
| 30D | -1.4% | +15.1% | -16.5% | -8.6% |
| 3M | +4.7% | +15.4% | -10.6% | -3.4% |
| 6M | -7.4% | +16.1% | -23.6% | -15.6% |
| YTD | +48.1% | +11.4% | +36.7% | +36.4% |
| 1Y | +69.6% | +18.5% | +51.2% | +50.5% |
| 3Y | +144.4% | +70.5% | +73.8% | +71.9% |
| 5Y | +134.1% | +40.9% | +93.2% | +82.0% |
| All | +620.2% | +259.6% | +360.6% | +282.5% |
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 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