+147.3%
IBM vs JCI
+291.9%
-144.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.7% |
| 7D | +1.6% | +3.2% | -1.6% | +0.5% |
| 30D | +9.2% | -8.6% | +17.8% | +11.7% |
| 3M | +4.9% | -7.7% | +12.7% | +6.7% |
| 6M | +16.8% | -2.6% | +19.3% | +15.4% |
| YTD | -14.3% | +17.4% | -31.6% | -21.7% |
| 1Y | -16.7% | +16.9% | -33.6% | -23.8% |
| 3Y | +82.2% | +186.7% | -104.5% | +14.7% |
| 5Y | +149.9% | +95.4% | +54.6% | +80.3% |
| All | +147.3% | +291.9% | -144.6% | +12.8% |
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