+40.0%
ICE vs JAAA
+26.8%
+13.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | +3.0% | +0.4% | +2.6% | +2.5% |
| 3M | +11.4% | +1.2% | +10.2% | +10.0% |
| 6M | -2.0% | +2.7% | -4.7% | -4.7% |
| YTD | -3.1% | +3.2% | -6.3% | -6.2% |
| 1Y | -8.4% | +4.8% | -13.2% | -12.7% |
| 3Y | +40.7% | +19.0% | +21.8% | +25.1% |
| 5Y | +40.0% | +26.8% | +13.2% | +25.8% |
| All | +40.0% | +26.8% | +13.1% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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