+29.3%
IYR vs JCI
+163.4%
-134.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.9% | +4.1% | -5.0% | -1.7% |
| 30D | -2.4% | -3.8% | +1.5% | -1.7% |
| 3M | -2.0% | -1.6% | -0.4% | -2.0% |
| 6M | +2.5% | +9.5% | -7.0% | -0.4% |
| YTD | +8.3% | +21.7% | -13.4% | +2.4% |
| 1Y | +6.5% | +37.1% | -30.7% | -2.7% |
| All | +29.3% | +163.4% | -134.1% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling