+176.6%
JCI vs IBN
+1,760.3%
-1,583.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.3% |
| 7D | +3.2% | +1.9% | +1.3% | +2.8% |
| 30D | -8.6% | +22.1% | -30.7% | -12.7% |
| 3M | -7.7% | +17.1% | -24.8% | -11.2% |
| 6M | -2.6% | +35.5% | -38.1% | -9.2% |
| YTD | +17.4% | +16.8% | +0.6% | +12.8% |
| 1Y | +16.9% | +12.4% | +4.5% | +13.3% |
| 3Y | +186.7% | +58.0% | +128.7% | +155.8% |
| 5Y | +95.4% | +73.7% | +21.6% | +70.6% |
| 10Y | +292.7% | +385.6% | -92.8% | +166.0% |
| All | +176.6% | +1,760.3% | -1,583.7% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling