+7.5%
ICE vs ADVB
-96.8%
+104.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -23.6% | +23.9% | +0.5% |
| 7D | +3.6% | +27.8% | -24.2% | +3.4% |
| 30D | +15.1% | -50.8% | +65.9% | +15.8% |
| 3M | +15.4% | -70.5% | +85.9% | +16.8% |
| 6M | +16.1% | -46.7% | +62.9% | +15.4% |
| YTD | +11.4% | -56.7% | +68.0% | +10.4% |
| 1Y | +18.5% | -71.8% | +90.2% | +18.2% |
| All | +7.5% | -96.8% | +104.3% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling