+19.9%
JPM vs ICE
-9.0%
+28.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.3% | -5.3% | +3.0% | -1.4% |
| 30D | -2.3% | +3.0% | -5.4% | -2.8% |
| 3M | +14.9% | +11.4% | +3.4% | +12.5% |
| 6M | +23.6% | -2.0% | +25.7% | +24.3% |
| YTD | +11.3% | -3.1% | +14.4% | +11.0% |
| 1Y | +19.9% | -8.4% | +28.3% | +21.7% |
| All | +19.9% | -9.0% | +28.9% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling