+214.9%
ICE vs JD
+14.7%
+200.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | -0.9% | -3.0% | +2.1% | -0.6% |
| 30D | +4.0% | -19.3% | +23.3% | +6.1% |
| 3M | +11.0% | -6.0% | +17.0% | +11.5% |
| 6M | -5.0% | +1.8% | -6.7% | -5.4% |
| YTD | -2.7% | -2.6% | -0.1% | -2.8% |
| 1Y | -8.6% | -17.4% | +8.8% | -7.4% |
| 3Y | +41.4% | -8.6% | +50.0% | +38.4% |
| 5Y | +39.9% | -61.6% | +101.5% | +46.1% |
| 10Y | +214.9% | +16.9% | +198.0% | +182.4% |
| All | +214.9% | +14.7% | +200.2% | +182.4% |
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