+168.0%
JCI vs IJH
+49.7%
+118.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +1.4% |
| 7D | +0.7% | -1.9% | +2.6% | +2.7% |
| 30D | -4.4% | -4.6% | +0.2% | +0.3% |
| 3M | +1.7% | -1.2% | +2.8% | +3.0% |
| 6M | +8.8% | +9.4% | -0.6% | -0.1% |
| YTD | +22.6% | +13.3% | +9.3% | +8.7% |
| 1Y | +36.2% | +13.4% | +22.8% | +20.6% |
| 3Y | +168.0% | +50.4% | +117.6% | +80.0% |
| All | +168.0% | +49.7% | +118.3% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 3y: compounded portfolio wealth divided by compounded IJH 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…
3y analysis · Full analysis span regression · 6 months rolling