+18.5%
ICE vs ADM
+29.6%
-11.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | +0.4% |
| 7D | +3.6% | +4.2% | -0.6% | +3.6% |
| 30D | +15.1% | -12.8% | +27.9% | +14.8% |
| 3M | +15.4% | -8.5% | +23.8% | +15.1% |
| 6M | +16.1% | -10.9% | +27.0% | +15.7% |
| YTD | +11.4% | +29.4% | -18.1% | +6.2% |
| 1Y | +18.5% | +27.5% | -9.1% | +13.3% |
| All | +18.5% | +29.6% | -11.1% | +13.3% |
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