+221.2%
JCI vs IJH
+1,045.0%
-823.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -0.6% |
| 7D | +0.4% | -2.5% | +2.9% | +2.7% |
| 30D | -7.7% | -5.0% | -2.7% | -3.3% |
| 3M | +2.8% | +0.5% | +2.2% | +2.4% |
| 6M | +7.2% | +8.2% | -1.0% | +0.2% |
| YTD | +20.0% | +12.5% | +7.5% | +8.2% |
| 1Y | +33.3% | +14.4% | +18.9% | +18.3% |
| 3Y | +161.3% | +49.5% | +111.8% | +83.1% |
| 5Y | +108.8% | +47.8% | +61.0% | +47.7% |
| 10Y | +334.6% | +180.4% | +154.2% | +69.7% |
| All | +221.2% | +1,045.0% | -823.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling