+20.6%
ICE vs ADVB
-76.7%
+97.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.9% | +2.4% |
| 7D | +12.2% | -29.5% | +41.7% | +12.4% |
| 30D | +15.0% | -66.9% | +81.8% | +16.0% |
| 3M | +17.6% | -73.7% | +91.3% | +18.9% |
| 6M | +12.6% | -64.8% | +77.4% | +12.2% |
| YTD | +9.1% | -64.0% | +73.2% | +8.2% |
| 1Y | +20.6% | -77.0% | +97.6% | +21.5% |
| All | +20.6% | -76.7% | +97.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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