+141.6%
IBM vs JCI
+298.2%
-156.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.5% | -5.9% | +4.3% | +0.1% |
| 30D | +8.4% | -10.4% | +18.8% | +11.6% |
| 3M | +4.2% | -6.1% | +10.3% | +5.3% |
| 6M | +7.9% | +1.7% | +6.2% | +5.1% |
| YTD | -15.2% | +18.9% | -34.1% | -22.8% |
| 1Y | -18.7% | +16.1% | -34.9% | -25.4% |
| 3Y | +79.2% | +187.8% | -108.6% | +12.8% |
| 5Y | +144.7% | +103.2% | +41.5% | +73.6% |
| 10Y | +141.6% | +288.2% | -146.6% | +9.4% |
| All | +141.6% | +298.2% | -156.7% | +9.4% |
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