+135.1%
ADI vs ICE
+39.3%
+95.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | -4.6% | +4.0% | -8.6% | -6.4% |
| 3M | -9.5% | +11.0% | -20.5% | -14.2% |
| 6M | +14.8% | -5.0% | +19.8% | +17.3% |
| YTD | +35.8% | -2.7% | +38.5% | +35.7% |
| 1Y | +48.9% | -8.6% | +57.6% | +54.2% |
| 3Y | +115.6% | +41.4% | +74.2% | +70.1% |
| 5Y | +135.1% | +39.9% | +95.2% | +82.1% |
| All | +135.1% | +39.3% | +95.8% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling