+14,779.2%
INTU vs JCI
+2,481.7%
+12,297.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | -0.1% |
| 7D | -3.9% | +2.9% | -6.8% | -4.9% |
| 30D | +12.0% | -6.9% | +18.9% | +13.3% |
| 3M | +2.3% | -6.3% | +8.6% | +2.8% |
| 6M | -12.1% | +2.6% | -14.6% | -14.8% |
| YTD | -47.5% | +21.8% | -69.4% | -52.4% |
| 1Y | -46.9% | +19.6% | -66.5% | -51.6% |
| 3Y | -33.5% | +194.9% | -228.4% | -54.5% |
| 5Y | -41.2% | +108.1% | -149.4% | -55.4% |
| 10Y | +233.5% | +307.6% | -74.1% | +103.8% |
| All | +14,779.2% | +2,481.7% | +12,297.4% | +3,243.9% |
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 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