+183.0%
JCI vs IBN
+1,753.3%
-1,570.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +8.4% | +5.7% | +2.7% | +7.2% |
| 30D | -8.9% | +20.5% | -29.4% | -12.8% |
| 3M | -6.4% | +15.2% | -21.7% | -9.6% |
| 6M | +1.6% | +34.5% | -32.9% | -5.2% |
| YTD | +20.1% | +16.4% | +3.7% | +15.5% |
| 1Y | +17.2% | +13.5% | +3.7% | +13.3% |
| 3Y | +190.7% | +55.4% | +135.3% | +160.3% |
| 5Y | +99.9% | +73.1% | +26.8% | +74.7% |
| 10Y | +301.8% | +383.7% | -81.9% | +172.4% |
| All | +183.0% | +1,753.3% | -1,570.3% | +32.2% |
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