+83.6%
IYR vs JCI
+291.9%
-208.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.9% |
| 7D | +0.6% | +3.2% | -2.6% | -0.6% |
| 30D | +6.6% | -8.6% | +15.2% | +9.3% |
| 3M | -1.8% | -7.7% | +5.9% | 0.0% |
| 6M | +1.4% | -2.6% | +4.0% | +0.3% |
| YTD | +10.5% | +17.4% | -6.8% | +0.8% |
| 1Y | +10.6% | +16.9% | -6.3% | +0.9% |
| 3Y | +41.8% | +186.7% | -144.9% | -15.5% |
| 5Y | +6.0% | +95.4% | -89.3% | -26.5% |
| All | +83.6% | +291.9% | -208.3% | -18.9% |
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