+2,316.3%
ICE vs JCI
+407.8%
+1,908.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.8% |
| 7D | -0.7% | +3.8% | -4.5% | -2.3% |
| 30D | +7.6% | -5.7% | +13.3% | +10.2% |
| 3M | +13.9% | -1.4% | +15.3% | +13.5% |
| 6M | -2.4% | +4.1% | -6.5% | -6.0% |
| YTD | +0.3% | +21.7% | -21.5% | -10.6% |
| 1Y | -6.4% | +36.1% | -42.6% | -21.1% |
| 3Y | +43.1% | +154.4% | -111.3% | -13.2% |
| 5Y | +42.1% | +112.0% | -69.9% | -8.3% |
| 10Y | +220.9% | +322.2% | -101.3% | +37.8% |
| All | +2,316.3% | +407.8% | +1,908.4% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling