+2,244.9%
ICE vs JBLU
-65.9%
+2,310.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.2% |
| 7D | -0.9% | -5.6% | +4.7% | +0.3% |
| 30D | +4.0% | -22.3% | +26.3% | +9.2% |
| 3M | +11.0% | -11.0% | +21.9% | +12.3% |
| 6M | -5.0% | -3.1% | -1.9% | -7.0% |
| YTD | -2.7% | -3.7% | +1.0% | -5.6% |
| 1Y | -8.6% | -14.8% | +6.2% | -9.6% |
| 3Y | +41.4% | -15.4% | +56.8% | +22.2% |
| 5Y | +39.9% | -71.4% | +111.2% | +50.2% |
| 10Y | +214.9% | -73.0% | +287.9% | +191.4% |
| All | +2,244.9% | -65.9% | +2,310.9% | +1,033.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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