+735.4%
JCI vs INDA
+115.1%
+620.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | -5.7% | -0.8% | -4.9% | -5.3% |
| 3M | -1.4% | +3.9% | -5.3% | -3.3% |
| 6M | +4.1% | -0.7% | +4.9% | +4.4% |
| YTD | +21.7% | -7.7% | +29.4% | +26.4% |
| 1Y | +36.1% | -5.1% | +41.2% | +39.3% |
| 3Y | +154.4% | +13.6% | +140.8% | +138.1% |
| 5Y | +112.0% | +7.8% | +104.2% | +103.9% |
| 10Y | +322.2% | +84.6% | +237.6% | +211.5% |
| All | +735.4% | +115.1% | +620.2% | +463.0% |
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 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