+293.5%
JCI vs IAG
+389.3%
-95.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.3% |
| 7D | +3.2% | -7.7% | +10.9% | +3.8% |
| 30D | -8.6% | +1.6% | -10.2% | -8.8% |
| 3M | -7.7% | -2.4% | -5.3% | -7.8% |
| 6M | -2.6% | -7.8% | +5.3% | -2.6% |
| YTD | +17.4% | +5.0% | +12.3% | +15.4% |
| 1Y | +16.9% | +25.7% | -8.8% | +13.2% |
| 3Y | +186.7% | +694.5% | -507.7% | +136.0% |
| 5Y | +95.4% | +421.7% | -326.3% | +59.1% |
| All | +293.5% | +389.3% | -95.7% | +213.6% |
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