-9.5%
ICE vs JBL
+47.2%
-56.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | +1.5% |
| 7D | -2.4% | +2.4% | -4.8% | -2.2% |
| 30D | +4.0% | -13.1% | +17.1% | +2.7% |
| 3M | +13.7% | -15.6% | +29.3% | +12.5% |
| 6M | +0.9% | +24.6% | -23.6% | +1.0% |
| YTD | -2.1% | +39.6% | -41.7% | -1.9% |
| 1Y | -9.5% | +48.6% | -58.1% | -9.9% |
| All | -9.5% | +47.2% | -56.7% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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