+312.2%
JCI vs IP
+23.2%
+289.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.1% |
| 7D | +3.8% | -5.3% | +9.1% | +5.9% |
| 30D | -5.7% | -10.9% | +5.2% | -1.6% |
| 3M | -1.4% | +11.2% | -12.6% | -6.5% |
| 6M | +4.1% | -10.2% | +14.4% | +6.4% |
| YTD | +21.7% | -2.0% | +23.7% | +19.0% |
| 1Y | +36.1% | -19.1% | +55.2% | +42.8% |
| 3Y | +154.4% | +20.9% | +133.6% | +110.5% |
| 5Y | +112.0% | -17.8% | +129.8% | +107.8% |
| All | +312.2% | +23.2% | +289.0% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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