+330.8%
JCI vs IAG
+423.2%
-92.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | +0.4% | -4.1% | +4.5% | +0.7% |
| 30D | -7.7% | +10.6% | -18.3% | -8.6% |
| 3M | +2.8% | +35.4% | -32.6% | -0.1% |
| 6M | +7.2% | -9.5% | +16.8% | +7.3% |
| YTD | +20.0% | +21.8% | -1.9% | +16.7% |
| 1Y | +33.3% | +84.1% | -50.9% | +25.2% |
| 3Y | +161.3% | +817.4% | -656.0% | +112.6% |
| 5Y | +108.8% | +830.1% | -721.3% | +64.8% |
| All | +330.8% | +423.2% | -92.4% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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