+83.3%
IEMG vs JCI
+165.4%
-82.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.5% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +1.9% | -4.4% | +6.4% | +3.3% |
| 3M | +1.4% | +1.7% | -0.3% | +0.8% |
| 6M | +15.2% | +8.8% | +6.4% | +12.2% |
| YTD | +23.8% | +22.6% | +1.2% | +17.0% |
| 1Y | +30.7% | +36.2% | -5.6% | +20.0% |
| 3Y | +83.3% | +168.0% | -84.7% | +39.1% |
| All | +83.3% | +165.4% | -82.1% | +39.1% |
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