+13.1%
ICE vs ADVB
-68.6%
+81.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.0% |
| 7D | +2.0% | -13.9% | +15.9% | +2.1% |
| 30D | +12.9% | -68.1% | +81.0% | +14.0% |
| 3M | +15.4% | -73.4% | +88.8% | +16.7% |
| 6M | +13.1% | -70.8% | +83.9% | +11.7% |
| All | +13.1% | -68.6% | +81.7% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling