+175.9%
JCI vs IBB
+78.6%
+97.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.9% |
| 7D | -9.4% | -1.8% | -7.6% | -8.6% |
| 30D | -13.4% | +5.1% | -18.5% | -15.3% |
| 3M | -12.4% | +10.7% | -23.1% | -17.0% |
| 6M | -5.1% | +22.9% | -28.0% | -15.4% |
| YTD | +13.7% | +26.7% | -13.0% | -0.6% |
| 1Y | +11.4% | +35.1% | -23.7% | -6.5% |
| 3Y | +175.9% | +80.2% | +95.7% | +100.8% |
| All | +175.9% | +78.6% | +97.3% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling