+82.2%
IVV vs JCI
+119.7%
-37.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +0.5% | +5.1% | -4.6% | -1.4% |
| 30D | -1.0% | -3.8% | +2.9% | +0.4% |
| 3M | +3.9% | +1.9% | +2.0% | +2.6% |
| 6M | +14.5% | +11.2% | +3.3% | +8.9% |
| YTD | +12.9% | +22.9% | -10.0% | +2.7% |
| 1Y | +19.4% | +37.4% | -18.0% | +3.4% |
| 3Y | +78.8% | +167.8% | -89.0% | +14.5% |
| 5Y | +82.2% | +115.0% | -32.8% | +23.7% |
| All | +82.2% | +119.7% | -37.5% | +23.7% |
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