+1,675.5%
ADI vs ICE
+2,600.8%
-925.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.9% |
| 7D | +9.5% | +3.6% | +5.8% | +8.4% |
| 30D | -1.4% | +15.1% | -16.5% | -5.6% |
| 3M | +4.7% | +15.4% | -10.6% | 0.0% |
| 6M | -7.4% | +16.1% | -23.6% | -12.3% |
| YTD | +48.1% | +11.4% | +36.7% | +41.3% |
| 1Y | +69.6% | +18.5% | +51.2% | +58.9% |
| 3Y | +144.4% | +70.5% | +73.8% | +104.9% |
| 5Y | +134.1% | +40.9% | +93.2% | +106.9% |
| 10Y | +632.8% | +260.6% | +372.2% | +403.1% |
| All | +1,675.5% | +2,600.8% | -925.4% | +650.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling