+2,489.8%
ICE vs ADM
+384.4%
+2,105.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +2.0% | -9.0% | +11.0% | +6.2% |
| 30D | +12.9% | -14.0% | +26.9% | +20.3% |
| 3M | +15.4% | -9.2% | +24.6% | +19.5% |
| 6M | +13.1% | -9.2% | +22.2% | +16.4% |
| YTD | +7.5% | +24.2% | -16.8% | -4.9% |
| 1Y | +18.3% | +27.0% | -8.6% | +3.5% |
| 3Y | +65.9% | +6.6% | +59.3% | +48.7% |
| 5Y | +35.2% | +25.0% | +10.2% | +7.5% |
| 10Y | +266.7% | +100.2% | +166.5% | +113.1% |
| All | +2,489.8% | +384.4% | +2,105.4% | +920.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling