+27.7%
JCI vs IBN
+4.2%
+23.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.8% | -10.0% | -6.5% |
| 7D | -10.7% | +8.9% | -19.6% | -11.4% |
| 30D | -10.4% | +12.6% | -23.1% | -12.0% |
| 3M | -8.3% | +3.1% | -11.3% | -8.1% |
| 6M | -2.1% | +20.6% | -22.7% | -6.5% |
| YTD | +18.4% | +5.8% | +12.6% | +16.5% |
| 1Y | +27.7% | +3.7% | +24.0% | +24.8% |
| All | +27.7% | +4.2% | +23.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling