+19.5%
ICE vs ADVB
-73.6%
+93.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.3% |
| 7D | +3.2% | -4.1% | +7.3% | +3.2% |
| 30D | +12.9% | -60.3% | +73.2% | +13.7% |
| 3M | +17.5% | -73.3% | +90.9% | +18.9% |
| 6M | +14.0% | -65.9% | +79.9% | +13.5% |
| YTD | +10.0% | -63.9% | +73.9% | +9.0% |
| 1Y | +19.5% | -74.1% | +93.7% | +20.1% |
| All | +19.5% | -73.6% | +93.2% | +20.1% |
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