+39.9%
ICE vs JCI
+111.9%
-72.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.9% | +4.1% | -4.9% | -1.8% |
| 30D | +4.0% | -3.8% | +7.8% | +4.8% |
| 3M | +11.0% | -1.6% | +12.6% | +10.9% |
| 6M | -5.0% | +9.5% | -14.5% | -8.4% |
| YTD | -2.7% | +21.7% | -24.4% | -9.6% |
| 1Y | -8.6% | +37.1% | -45.8% | -18.7% |
| 3Y | +41.4% | +165.2% | -123.8% | -4.5% |
| 5Y | +39.9% | +110.3% | -70.4% | +3.0% |
| All | +39.9% | +111.9% | -72.0% | +3.0% |
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