+45.0%
ICE vs JD
-60.2%
+105.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | -0.7% | -1.7% | +1.0% | -0.5% |
| 30D | +7.6% | -13.2% | +20.8% | +8.6% |
| 3M | +13.9% | -3.2% | +17.1% | +14.1% |
| 6M | -2.4% | +15.2% | -17.6% | -3.5% |
| YTD | +0.3% | +2.0% | -1.7% | -0.1% |
| 1Y | -6.4% | -5.4% | -1.0% | -6.4% |
| 3Y | +43.1% | -9.1% | +52.2% | +41.4% |
| All | +45.0% | -60.2% | +105.2% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling