+1,114.6%
ADP vs ICE
+2,331.7%
-1,217.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.5% |
| 7D | -3.4% | -0.7% | -2.8% | -3.3% |
| 30D | +2.8% | +7.6% | -4.8% | +0.8% |
| 3M | +20.9% | +13.9% | +7.0% | +16.7% |
| 6M | +29.9% | -2.4% | +32.2% | +30.5% |
| YTD | +9.6% | +0.3% | +9.4% | +9.3% |
| 1Y | -5.3% | -6.4% | +1.2% | -3.8% |
| 3Y | +16.5% | +43.1% | -26.6% | +5.7% |
| 5Y | +49.4% | +42.1% | +7.3% | +35.4% |
| 10Y | +282.2% | +220.9% | +61.3% | +190.3% |
| All | +1,114.6% | +2,331.7% | -1,217.2% | +570.6% |
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