+150.6%
JPM vs ICE
+68.8%
+81.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +1.6% | +2.2% | -0.6% | +0.9% |
| 30D | +3.4% | +13.7% | -10.3% | -0.6% |
| 3M | -5.7% | +17.9% | -23.6% | -10.5% |
| 6M | +13.5% | +15.0% | -1.4% | +8.7% |
| YTD | +8.4% | +10.9% | -2.5% | +4.3% |
| 1Y | +9.1% | +17.0% | -7.9% | +2.4% |
| All | +150.6% | +68.8% | +81.8% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling