+2,573.8%
ICE vs JCI
+400.9%
+2,173.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | +2.2% | +8.4% | -6.2% | -1.3% |
| 30D | +13.7% | -8.9% | +22.6% | +17.0% |
| 3M | +17.9% | -6.4% | +24.4% | +19.4% |
| 6M | +15.0% | +1.6% | +13.3% | +10.9% |
| YTD | +10.9% | +20.1% | -9.1% | -1.9% |
| 1Y | +17.0% | +17.2% | -0.2% | +4.4% |
| 3Y | +68.2% | +190.7% | -122.6% | -5.6% |
| 5Y | +40.4% | +99.9% | -59.5% | -8.0% |
| 10Y | +259.3% | +301.8% | -42.6% | +56.5% |
| All | +2,573.8% | +400.9% | +2,173.0% | +422.6% |
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