+585.7%
JPM vs ICE
+217.4%
+368.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.3% | -5.3% | +3.0% | +0.6% |
| 30D | -2.3% | +3.0% | -5.4% | -4.1% |
| 3M | +14.9% | +11.4% | +3.4% | +7.4% |
| 6M | +23.6% | -2.0% | +25.7% | +23.8% |
| YTD | +11.3% | -3.1% | +14.4% | +11.3% |
| 1Y | +19.9% | -8.4% | +28.3% | +23.7% |
| 3Y | +162.6% | +40.7% | +121.9% | +106.2% |
| 5Y | +154.6% | +40.0% | +114.7% | +95.3% |
| All | +585.7% | +217.4% | +368.3% | +215.0% |
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