+213.7%
ICE vs JCI
+348.5%
-134.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | +4.0% | -4.4% | +8.4% | +5.3% |
| 3M | +13.7% | +1.7% | +12.0% | +12.4% |
| 6M | +0.9% | +8.8% | -7.9% | -3.0% |
| YTD | -2.1% | +22.6% | -24.8% | -10.1% |
| 1Y | -9.5% | +36.2% | -45.7% | -20.2% |
| 3Y | +42.1% | +168.0% | -125.9% | -4.7% |
| 5Y | +41.4% | +113.5% | -72.1% | +1.0% |
| All | +213.7% | +348.5% | -134.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling