+700.6%
IYR vs JCI
+205.0%
+495.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | -1.2% | +3.8% | -5.1% | -2.2% |
| 30D | -2.9% | -5.7% | +2.8% | -1.4% |
| 3M | +0.8% | -1.4% | +2.2% | +0.7% |
| 6M | +1.9% | +4.1% | -2.3% | -0.1% |
| YTD | +9.6% | +21.7% | -12.1% | +2.9% |
| 1Y | +8.1% | +36.1% | -28.1% | -1.8% |
| 3Y | +29.2% | +154.4% | -125.2% | -2.5% |
| 5Y | +4.3% | +112.0% | -107.7% | -18.2% |
| 10Y | +64.7% | +322.2% | -257.5% | +5.8% |
| All | +700.6% | +205.0% | +495.6% | +297.4% |
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