+958.8%
JCI vs IEF
+129.1%
+829.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +0.9% |
| 7D | +5.1% | +0.1% | +5.0% | +5.2% |
| 30D | -3.8% | -0.7% | -3.1% | -4.4% |
| 3M | +1.9% | -0.4% | +2.3% | +1.5% |
| 6M | +11.2% | -2.5% | +13.7% | +8.7% |
| YTD | +22.9% | -1.6% | +24.5% | +21.2% |
| 1Y | +37.4% | -1.3% | +38.7% | +35.8% |
| 3Y | +167.8% | +10.1% | +157.7% | +191.0% |
| 5Y | +115.0% | -8.3% | +123.3% | +88.8% |
| 10Y | +325.3% | +4.5% | +320.8% | +341.2% |
| All | +958.8% | +129.1% | +829.7% | +3,041.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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