+2,316.3%
ICE vs JBL
+1,164.7%
+1,151.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.5% |
| 7D | -0.7% | +3.0% | -3.7% | -1.6% |
| 30D | +7.6% | -8.3% | +15.9% | +10.0% |
| 3M | +13.9% | -16.9% | +30.8% | +18.5% |
| 6M | -2.4% | +21.8% | -24.1% | -11.3% |
| YTD | +0.3% | +36.3% | -36.0% | -12.8% |
| 1Y | -6.4% | +49.5% | -55.9% | -21.9% |
| 3Y | +43.1% | +170.6% | -127.5% | -8.2% |
| 5Y | +42.1% | +408.4% | -366.3% | -29.2% |
| 10Y | +220.9% | +1,450.4% | -1,229.5% | -3.6% |
| All | +2,316.3% | +1,164.7% | +1,151.5% | +366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling