+282.9%
ADP vs ICE
+218.0%
+64.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.2% |
| 7D | -5.5% | -1.2% | -4.3% | -4.8% |
| 30D | -1.2% | +5.0% | -6.2% | -4.1% |
| 3M | +17.9% | +13.9% | +4.0% | +8.7% |
| 6M | +20.3% | -4.4% | +24.7% | +23.0% |
| YTD | +5.8% | -1.9% | +7.7% | +6.1% |
| 1Y | -7.7% | -8.1% | +0.4% | -3.8% |
| 3Y | +14.7% | +42.5% | -27.8% | -10.3% |
| 5Y | +45.8% | +40.6% | +5.1% | +12.8% |
| All | +282.9% | +218.0% | +64.9% | +98.5% |
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