+166.0%
JCI vs IAG
+817.0%
-651.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | +4.1% | +1.7% | +2.4% | +3.9% |
| 30D | -3.8% | +11.4% | -15.3% | -5.0% |
| 3M | -1.6% | +33.0% | -34.7% | -4.8% |
| 6M | +9.5% | -6.0% | +15.5% | +9.1% |
| YTD | +21.7% | +24.6% | -2.8% | +17.7% |
| 1Y | +37.1% | +105.0% | -67.8% | +26.2% |
| All | +166.0% | +817.0% | -651.0% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling