+82.1%
IBM vs JCI
+189.7%
-107.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | -0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -2.2% |
| 30D | +8.4% | -10.1% | +18.5% | +9.5% |
| 3M | +4.5% | -6.8% | +11.2% | +5.1% |
| 6M | +7.9% | +2.0% | +5.9% | +6.4% |
| YTD | -15.2% | +19.2% | -34.4% | -20.3% |
| 1Y | -17.6% | +16.7% | -34.3% | -22.1% |
| 3Y | +82.1% | +194.3% | -112.3% | +36.5% |
| All | +82.1% | +189.7% | -107.7% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling