+171.7%
IWM vs JCI
+323.6%
-151.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | -1.1% | +4.1% | -5.2% | -3.2% |
| 30D | -3.1% | -3.8% | +0.7% | -1.3% |
| 3M | +2.2% | -1.6% | +3.9% | +2.4% |
| 6M | +15.1% | +9.5% | +5.5% | +8.2% |
| YTD | +18.6% | +21.7% | -3.2% | +4.7% |
| 1Y | +24.0% | +37.1% | -13.2% | +2.1% |
| 3Y | +63.7% | +165.2% | -101.5% | -8.9% |
| 5Y | +38.2% | +110.3% | -72.1% | -14.7% |
| 10Y | +171.7% | +341.0% | -169.3% | +2.2% |
| All | +171.7% | +323.6% | -151.9% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling