+215.7%
IEFA vs JCI
+678.8%
-463.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +1.2% | +5.1% | -4.0% | -0.7% |
| 30D | -0.6% | -3.8% | +3.3% | +0.7% |
| 3M | +6.2% | +1.9% | +4.3% | +5.0% |
| 6M | +11.2% | +11.2% | 0.0% | +6.0% |
| YTD | +14.2% | +22.9% | -8.8% | +4.6% |
| 1Y | +20.0% | +37.4% | -17.4% | +5.1% |
| 3Y | +68.8% | +167.8% | -99.0% | +11.0% |
| 5Y | +52.7% | +115.0% | -62.4% | +7.1% |
| 10Y | +144.2% | +325.3% | -181.1% | +23.2% |
| All | +215.7% | +678.8% | -463.2% | +23.4% |
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 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