+288.2%
JCI vs IBB
+130.8%
+157.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -5.9% | +0.8% | -6.7% | -6.2% |
| 30D | -10.4% | +5.2% | -15.5% | -12.7% |
| 3M | -6.1% | +8.6% | -14.7% | -10.5% |
| 6M | +1.7% | +27.8% | -26.1% | -11.4% |
| YTD | +18.9% | +28.8% | -9.9% | +2.8% |
| 1Y | +16.1% | +36.4% | -20.3% | -2.8% |
| 3Y | +187.8% | +89.3% | +98.5% | +101.0% |
| 5Y | +103.2% | +43.3% | +59.9% | +61.2% |
| 10Y | +288.2% | +130.6% | +157.6% | +132.8% |
| All | +288.2% | +130.8% | +157.4% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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