+144.3%
IEMG vs JCI
+671.1%
-526.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +1.6% | +4.1% | -2.5% | +0.1% |
| 30D | +4.6% | -3.8% | +8.5% | +6.1% |
| 3M | +4.8% | -1.6% | +6.5% | +5.3% |
| 6M | +16.8% | +9.5% | +7.3% | +12.5% |
| YTD | +24.8% | +21.7% | +3.1% | +15.3% |
| 1Y | +34.3% | +37.1% | -2.8% | +18.3% |
| 3Y | +87.0% | +165.2% | -78.2% | +24.1% |
| 5Y | +49.9% | +110.3% | -60.3% | +6.7% |
| 10Y | +144.8% | +341.0% | -196.2% | +18.9% |
| All | +144.3% | +671.1% | -526.8% | -8.9% |
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