+938.5%
IGV vs JCI
+177.1%
+761.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | +2.3% | +3.2% | -0.8% | +1.4% |
| 30D | -6.0% | -8.6% | +2.6% | -3.7% |
| 3M | -4.8% | -7.7% | +3.0% | -3.0% |
| 6M | +14.2% | -2.6% | +16.8% | +13.6% |
| YTD | -4.2% | +17.4% | -21.6% | -10.8% |
| 1Y | -5.3% | +16.9% | -22.2% | -11.7% |
| 3Y | +38.8% | +186.7% | -148.0% | -2.3% |
| 5Y | +14.2% | +95.4% | -81.2% | -10.6% |
| 10Y | +357.6% | +292.7% | +64.8% | +185.2% |
| All | +938.5% | +177.1% | +761.4% | +453.6% |
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