+642.2%
JCI vs IAG
+368.9%
+273.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +5.1% | +4.3% | +0.9% | +4.7% |
| 30D | -3.8% | +9.8% | -13.6% | -4.8% |
| 3M | +1.9% | +28.9% | -27.0% | -0.8% |
| 6M | +11.2% | -7.6% | +18.8% | +11.1% |
| YTD | +22.9% | +22.0% | +1.0% | +19.3% |
| 1Y | +37.4% | +99.5% | -62.1% | +27.2% |
| 3Y | +167.8% | +818.3% | -650.4% | +111.8% |
| 5Y | +115.0% | +785.9% | -670.9% | +65.4% |
| 10Y | +325.3% | +381.1% | -55.8% | +222.6% |
| All | +642.2% | +368.9% | +273.3% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling