+264.9%
ICE vs JD
+31.5%
+233.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.2% |
| 7D | +3.6% | -4.1% | +7.7% | +4.0% |
| 30D | +15.1% | +4.6% | +10.5% | +14.5% |
| 3M | +15.4% | -4.7% | +20.1% | +15.9% |
| 6M | +16.1% | -17.4% | +33.5% | +18.1% |
| YTD | +11.4% | +0.7% | +10.6% | +10.8% |
| 1Y | +18.5% | -5.9% | +24.3% | +18.7% |
| 3Y | +70.5% | +18.9% | +51.7% | +62.1% |
| 5Y | +40.9% | -62.9% | +103.9% | +48.5% |
| All | +264.9% | +31.5% | +233.4% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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