+43.9%
ICE vs JCI
+108.1%
-64.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.9% |
| 7D | +3.2% | +2.9% | +0.3% | +2.6% |
| 30D | +14.7% | -6.9% | +21.7% | +15.9% |
| 3M | +19.8% | -6.3% | +26.1% | +20.6% |
| 6M | +15.2% | +2.6% | +12.7% | +12.7% |
| YTD | +12.7% | +21.8% | -9.2% | +3.8% |
| 1Y | +20.4% | +19.6% | +0.8% | +11.5% |
| 3Y | +70.8% | +194.9% | -124.2% | +9.3% |
| 5Y | +43.9% | +108.1% | -64.2% | +4.0% |
| All | +43.9% | +108.1% | -64.2% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling