+356.3%
IGV vs JCI
+338.7%
+17.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.1% |
| 7D | -5.4% | +0.4% | -5.8% | -5.6% |
| 30D | -2.6% | -7.7% | +5.1% | +0.3% |
| 3M | +10.5% | +2.8% | +7.8% | +8.5% |
| 6M | +18.2% | +7.2% | +10.9% | +12.6% |
| YTD | -4.2% | +20.0% | -24.2% | -13.8% |
| 1Y | -9.8% | +33.3% | -43.1% | -22.9% |
| 3Y | +39.1% | +161.3% | -122.2% | -13.2% |
| 5Y | +21.2% | +108.8% | -87.6% | -18.6% |
| All | +356.3% | +338.7% | +17.6% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling