+192.5%
JNJ vs ICE
+220.6%
-28.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -3.5% | -2.4% | -1.1% | -2.8% |
| 30D | +2.3% | +4.0% | -1.7% | +1.1% |
| 3M | +12.0% | +13.7% | -1.7% | +7.5% |
| 6M | +10.5% | +0.9% | +9.5% | +9.7% |
| YTD | +30.4% | -2.1% | +32.5% | +30.1% |
| 1Y | +52.1% | -9.5% | +61.6% | +55.4% |
| 3Y | +77.8% | +42.1% | +35.7% | +55.1% |
| 5Y | +82.9% | +41.4% | +41.5% | +57.0% |
| All | +192.5% | +220.6% | -28.1% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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