+108.8%
JCI vs INDA
+4.5%
+104.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.6% |
| 7D | +0.4% | -3.6% | +4.0% | +3.3% |
| 30D | -7.7% | -4.0% | -3.8% | -4.8% |
| 3M | +2.8% | +1.7% | +1.0% | +1.2% |
| 6M | +7.2% | -3.6% | +10.9% | +10.0% |
| YTD | +20.0% | -11.0% | +30.9% | +31.1% |
| 1Y | +33.3% | -9.5% | +42.8% | +43.3% |
| 3Y | +161.3% | +7.6% | +153.7% | +134.9% |
| 5Y | +108.8% | +4.8% | +104.0% | +84.9% |
| All | +108.8% | +4.5% | +104.3% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling