+465.0%
JPM vs ICE
+259.6%
+205.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.5% | +3.6% | -0.1% | +1.5% |
| 30D | +3.3% | +15.1% | -11.8% | -4.6% |
| 3M | -4.2% | +15.4% | -19.6% | -11.7% |
| 6M | +16.4% | +16.1% | +0.3% | +6.2% |
| YTD | +9.5% | +11.4% | -1.8% | +1.2% |
| 1Y | +14.0% | +18.5% | -4.4% | +1.5% |
| 3Y | +153.1% | +70.5% | +82.5% | +77.6% |
| 5Y | +134.9% | +40.9% | +94.0% | +82.7% |
| All | +465.0% | +259.6% | +205.4% | +127.4% |
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