+1,244.8%
ADP vs ICE
+2,568.3%
-1,323.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +3.2% | +3.2% | 0.0% | +2.3% |
| 30D | +12.8% | +12.9% | -0.2% | +9.1% |
| 3M | +12.3% | +17.5% | -5.2% | +7.5% |
| 6M | +45.4% | +14.0% | +31.4% | +40.3% |
| YTD | +21.4% | +10.0% | +11.4% | +18.1% |
| 1Y | +23.7% | +19.5% | +4.2% | +17.7% |
| 3Y | +43.6% | +66.8% | -23.1% | +25.2% |
| 5Y | +48.7% | +40.3% | +8.4% | +34.9% |
| 10Y | +316.1% | +249.7% | +66.4% | +208.7% |
| All | +1,244.8% | +2,568.3% | -1,323.4% | +624.1% |
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 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