+2,272.4%
JCI vs IFF
+830.6%
+1,441.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.3% |
| 7D | +0.4% | -2.8% | +3.2% | +1.5% |
| 30D | -7.7% | -1.1% | -6.6% | -7.4% |
| 3M | +2.8% | +13.8% | -11.1% | -2.9% |
| 6M | +7.2% | +16.7% | -9.4% | -0.9% |
| YTD | +20.0% | +26.1% | -6.2% | +7.2% |
| 1Y | +33.3% | +33.5% | -0.3% | +16.1% |
| 3Y | +161.3% | +31.6% | +129.7% | +122.8% |
| 5Y | +108.8% | -34.9% | +143.6% | +127.1% |
| 10Y | +334.6% | -20.3% | +354.9% | +315.9% |
| All | +2,272.4% | +830.6% | +1,441.8% | +717.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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