+319.9%
ADP vs ICE
+259.6%
+60.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +2.2% | +3.6% | -1.5% | -0.1% |
| 30D | +10.6% | +15.1% | -4.5% | +1.4% |
| 3M | +12.9% | +15.4% | -2.5% | +3.3% |
| 6M | +50.6% | +16.1% | +34.5% | +36.8% |
| YTD | +23.2% | +11.4% | +11.8% | +14.1% |
| 1Y | +25.3% | +18.5% | +6.8% | +11.6% |
| 3Y | +47.1% | +70.5% | -23.4% | +2.6% |
| 5Y | +50.1% | +40.9% | +9.1% | +16.7% |
| All | +319.9% | +259.6% | +60.3% | +95.9% |
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 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