+144.5%
IBM vs JCI
+323.6%
-179.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.7% |
| 7D | +3.6% | +4.1% | -0.5% | +2.2% |
| 30D | +1.5% | -3.8% | +5.4% | +2.7% |
| 3M | -12.9% | -1.6% | -11.3% | -13.1% |
| 6M | -3.9% | +9.5% | -13.4% | -8.5% |
| YTD | -17.3% | +21.7% | -39.1% | -24.7% |
| 1Y | -5.0% | +37.1% | -42.1% | -17.5% |
| 3Y | +78.2% | +165.2% | -87.0% | +17.1% |
| 5Y | +120.6% | +110.3% | +10.3% | +55.3% |
| 10Y | +144.5% | +341.0% | -196.5% | +11.0% |
| All | +144.5% | +323.6% | -179.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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