+340.5%
JCI vs INDA
+84.7%
+255.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.3% | +1.7% |
| 7D | +0.7% | -2.7% | +3.4% | +2.3% |
| 30D | -4.4% | -2.8% | -1.7% | -2.9% |
| 3M | +1.7% | +1.6% | 0.0% | +0.6% |
| 6M | +8.8% | -1.4% | +10.2% | +9.5% |
| YTD | +22.6% | -10.1% | +32.8% | +30.2% |
| 1Y | +36.2% | -8.8% | +45.0% | +43.1% |
| 3Y | +168.0% | +7.6% | +160.4% | +155.0% |
| 5Y | +113.5% | +5.8% | +107.7% | +105.1% |
| All | +340.5% | +84.7% | +255.8% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling