-6.4%
ICE vs ADM
+40.7%
-47.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -0.7% | +3.8% | -4.4% | -0.7% |
| 30D | +7.6% | +9.8% | -2.1% | +7.5% |
| 3M | +13.9% | +2.1% | +11.8% | +13.8% |
| 6M | -2.4% | +27.5% | -29.9% | -3.4% |
| YTD | +0.3% | +50.2% | -49.9% | -3.7% |
| 1Y | -6.4% | +40.6% | -47.0% | -10.5% |
| All | -6.4% | +40.7% | -47.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling