+14,280.4%
INTU vs JCI
+2,480.4%
+11,800.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.9% |
| 7D | -7.1% | +3.8% | -10.9% | -8.1% |
| 30D | +1.5% | -5.7% | +7.1% | +2.9% |
| 3M | +10.7% | -1.4% | +12.1% | +10.2% |
| 6M | -23.8% | +4.1% | -28.0% | -26.2% |
| YTD | -49.3% | +21.7% | -71.0% | -53.5% |
| 1Y | -49.7% | +36.1% | -85.8% | -55.5% |
| 3Y | -38.0% | +154.4% | -192.4% | -55.1% |
| 5Y | -38.7% | +112.0% | -150.8% | -53.2% |
| 10Y | +221.3% | +322.2% | -100.9% | +96.4% |
| All | +14,280.4% | +2,480.4% | +11,800.0% | +3,170.3% |
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