+340.5%
JCI vs IBN
+324.2%
+16.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +1.7% |
| 7D | +0.7% | -3.0% | +3.7% | +1.7% |
| 30D | -4.4% | -1.5% | -2.9% | -4.1% |
| 3M | +1.7% | +7.9% | -6.3% | -0.9% |
| 6M | +8.8% | +8.6% | +0.2% | +5.7% |
| YTD | +22.6% | -0.6% | +23.2% | +22.2% |
| 1Y | +36.2% | -7.3% | +43.5% | +38.4% |
| 3Y | +168.0% | +26.2% | +141.8% | +144.0% |
| 5Y | +113.5% | +57.8% | +55.6% | +80.5% |
| All | +340.5% | +324.2% | +16.2% | +196.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling