+4.8%
ICE vs ADVB
-97.4%
+102.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +1.0% |
| 7D | +1.0% | -1.2% | +2.2% | +1.0% |
| 30D | +11.4% | -61.4% | +72.8% | +12.4% |
| 3M | +16.2% | -67.8% | +84.0% | +17.3% |
| 6M | +12.5% | -66.9% | +79.4% | +12.3% |
| YTD | +8.6% | -64.9% | +73.5% | +7.8% |
| 1Y | +18.4% | -74.8% | +93.1% | +18.1% |
| All | +4.8% | -97.4% | +102.3% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling