+264.8%
ICE vs ADM
+118.6%
+146.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.8% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +14.7% | -11.8% | +26.5% | +18.2% |
| 3M | +19.8% | -11.3% | +31.1% | +23.0% |
| 6M | +15.2% | -10.0% | +25.3% | +17.5% |
| YTD | +12.7% | +25.9% | -13.3% | +4.3% |
| 1Y | +20.4% | +26.7% | -6.3% | +11.2% |
| 3Y | +70.8% | +8.1% | +62.6% | +60.7% |
| 5Y | +43.9% | +23.5% | +20.4% | +25.1% |
| 10Y | +264.8% | +128.2% | +136.6% | +128.8% |
| All | +264.8% | +118.6% | +146.2% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling