+705.3%
JCI vs INDA
+121.8%
+583.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +3.2% | +1.1% | +2.1% | +2.6% |
| 30D | -8.6% | +9.4% | -18.0% | -12.7% |
| 3M | -7.7% | +2.9% | -10.7% | -9.3% |
| 6M | -2.6% | +7.2% | -9.8% | -6.1% |
| YTD | +17.4% | -4.8% | +22.2% | +19.8% |
| 1Y | +16.9% | -5.1% | +22.0% | +19.5% |
| 3Y | +186.7% | +16.7% | +170.1% | +164.3% |
| 5Y | +95.4% | +8.8% | +86.6% | +86.5% |
| 10Y | +292.7% | +116.2% | +176.5% | +172.9% |
| All | +705.3% | +121.8% | +583.5% | +433.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling