+1,456.5%
JPM vs ICE
+2,591.0%
-1,134.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | +1.6% | +2.2% | -0.6% | +0.6% |
| 30D | +3.4% | +13.7% | -10.3% | -2.8% |
| 3M | -5.7% | +17.9% | -23.6% | -12.9% |
| 6M | +13.5% | +15.0% | -1.4% | +5.4% |
| YTD | +8.4% | +10.9% | -2.5% | +1.6% |
| 1Y | +9.1% | +17.0% | -7.9% | -0.4% |
| 3Y | +149.5% | +68.2% | +81.3% | +90.5% |
| 5Y | +132.6% | +40.4% | +92.2% | +90.5% |
| 10Y | +480.0% | +259.3% | +220.8% | +205.5% |
| All | +1,456.5% | +2,591.0% | -1,134.4% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling