+186.9%
JCI vs IBN
+1,532.9%
-1,346.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +3.8% | +1.4% | +2.4% | +3.5% |
| 30D | -5.7% | -0.3% | -5.3% | -5.6% |
| 3M | -1.4% | +17.1% | -18.5% | -4.9% |
| 6M | +4.1% | +3.4% | +0.7% | +3.2% |
| YTD | +21.7% | +2.5% | +19.2% | +20.7% |
| 1Y | +36.1% | -4.2% | +40.3% | +36.7% |
| 3Y | +154.4% | +32.4% | +122.0% | +136.6% |
| 5Y | +112.0% | +59.2% | +52.8% | +89.1% |
| 10Y | +322.2% | +345.7% | -23.4% | +191.5% |
| All | +186.9% | +1,532.9% | -1,346.0% | +38.2% |
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