+2,413.6%
IBM vs JCI
+2,331.5%
+82.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -0.3% | +3.8% | -4.1% | -1.1% |
| 30D | +0.3% | -5.7% | +5.9% | +1.5% |
| 3M | -21.6% | -1.4% | -20.2% | -21.8% |
| 6M | -4.7% | +4.1% | -8.8% | -6.6% |
| YTD | -19.1% | +21.7% | -40.8% | -23.6% |
| 1Y | -2.5% | +36.1% | -38.6% | -10.4% |
| 3Y | +74.2% | +154.4% | -80.3% | +37.0% |
| 5Y | +113.1% | +112.0% | +1.1% | +72.1% |
| 10Y | +133.5% | +322.2% | -188.7% | +59.2% |
| All | +2,413.6% | +2,331.5% | +82.1% | +850.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling