-42.6%
INTU vs JCI
+108.2%
-150.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.7% | -2.3% |
| 7D | -3.9% | -3.4% | -0.5% | -3.3% |
| 30D | +11.7% | -10.1% | +21.9% | +14.4% |
| 3M | +4.5% | -6.8% | +11.3% | +5.1% |
| 6M | -13.9% | +2.0% | -15.9% | -17.4% |
| YTD | -48.2% | +19.2% | -67.4% | -55.3% |
| 1Y | -47.1% | +16.7% | -63.9% | -53.9% |
| 3Y | -32.5% | +194.3% | -226.8% | -68.4% |
| 5Y | -42.6% | +103.0% | -145.6% | -64.7% |
| All | -42.6% | +108.2% | -150.8% | -64.7% |
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