+973.2%
IGV vs JCI
+187.5%
+785.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.8% |
| 7D | -4.5% | +3.8% | -8.3% | -5.6% |
| 30D | +3.2% | -5.7% | +8.9% | +4.8% |
| 3M | +4.5% | -1.4% | +5.9% | +4.4% |
| 6M | +22.1% | +4.1% | +18.0% | +19.1% |
| YTD | -1.0% | +21.7% | -22.8% | -8.4% |
| 1Y | -2.1% | +36.1% | -38.2% | -12.7% |
| 3Y | +44.6% | +154.4% | -109.9% | +5.9% |
| 5Y | +22.2% | +112.0% | -89.9% | -6.2% |
| 10Y | +364.7% | +322.2% | +42.5% | +184.5% |
| All | +973.2% | +187.5% | +785.7% | +468.6% |
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