+14.5%
IGV vs JCI
+103.8%
-89.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.2% |
| 7D | +2.5% | +8.4% | -6.0% | -0.7% |
| 30D | -8.6% | -8.9% | +0.3% | -5.6% |
| 3M | -1.6% | -6.4% | +4.9% | +0.2% |
| 6M | +13.4% | +1.6% | +11.8% | +10.5% |
| YTD | -4.0% | +20.1% | -24.1% | -15.3% |
| 1Y | -7.6% | +17.2% | -24.9% | -17.5% |
| 3Y | +39.3% | +190.7% | -151.5% | -25.8% |
| 5Y | +14.5% | +99.9% | -85.4% | -26.9% |
| All | +14.5% | +103.8% | -89.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling