+758.4%
IVV vs JCI
+197.0%
+561.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.4% | +1.1% |
| 7D | +0.1% | -3.4% | +3.5% | +0.9% |
| 30D | -3.3% | -10.1% | +6.8% | -0.8% |
| 3M | -2.4% | -6.8% | +4.4% | -1.0% |
| 6M | +2.6% | +2.0% | +0.6% | +1.3% |
| YTD | +11.3% | +19.2% | -7.9% | +5.0% |
| 1Y | +13.4% | +16.7% | -3.3% | +7.6% |
| 3Y | +80.3% | +194.3% | -114.0% | +32.3% |
| 5Y | +72.7% | +103.0% | -30.3% | +38.2% |
| 10Y | +309.6% | +301.7% | +7.9% | +170.9% |
| All | +758.4% | +197.0% | +561.4% | +401.6% |
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