+39.1%
IWM vs JCI
+113.2%
-74.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.6% |
| 7D | +0.1% | +3.8% | -3.7% | -1.7% |
| 30D | -1.3% | -5.7% | +4.4% | +1.4% |
| 3M | +1.6% | -1.4% | +3.0% | +1.7% |
| 6M | +13.6% | +4.1% | +9.4% | +10.0% |
| YTD | +20.8% | +21.7% | -1.0% | +7.5% |
| 1Y | +26.4% | +36.1% | -9.7% | +5.7% |
| 3Y | +60.7% | +154.4% | -93.7% | -5.8% |
| All | +39.1% | +113.2% | -74.0% | -16.0% |
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