+40.6%
ICE vs ADM
+64.4%
-23.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.2% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +5.0% | +11.0% | -6.1% | +3.4% |
| 3M | +13.9% | +6.0% | +7.9% | +12.8% |
| 6M | -4.4% | +26.9% | -31.3% | -8.0% |
| YTD | -1.9% | +50.0% | -51.9% | -8.2% |
| 1Y | -8.1% | +39.6% | -47.7% | -13.1% |
| 3Y | +42.5% | +18.5% | +24.0% | +37.8% |
| 5Y | +40.6% | +62.6% | -21.9% | +28.5% |
| All | +40.6% | +64.4% | -23.8% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling