+386.3%
ICE vs JD
+48.3%
+338.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | +13.9% | -3.2% | +17.1% | +14.2% |
| 6M | -2.4% | +15.2% | -17.6% | -4.0% |
| YTD | +0.3% | +2.0% | -1.7% | -0.3% |
| 1Y | -6.4% | -5.4% | -1.0% | -6.4% |
| 3Y | +43.1% | -9.1% | +52.2% | +40.3% |
| 5Y | +42.1% | -59.6% | +101.7% | +47.0% |
| 10Y | +220.9% | +26.2% | +194.7% | +181.1% |
| All | +386.3% | +48.3% | +338.0% | +320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling