+114.4%
JCI vs IJR
+39.9%
+74.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.8% |
| 7D | +0.7% | -2.2% | +2.9% | +2.6% |
| 30D | -4.4% | -4.6% | +0.2% | -0.6% |
| 3M | +1.7% | +0.2% | +1.4% | +1.4% |
| 6M | +8.8% | +14.7% | -5.9% | -2.9% |
| YTD | +22.6% | +18.9% | +3.8% | +6.1% |
| 1Y | +36.2% | +19.9% | +16.3% | +16.8% |
| 3Y | +168.0% | +53.0% | +115.0% | +85.2% |
| All | +114.4% | +39.9% | +74.5% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 5y: compounded portfolio wealth divided by compounded IJR 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…
5y analysis · Full analysis span regression · 6 months rolling