+288.2%
JCI vs IP
+24.7%
+263.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.2% |
| 7D | -5.9% | 0.0% | -5.9% | -5.8% |
| 30D | -10.4% | +9.4% | -19.7% | -13.6% |
| 3M | -6.1% | -14.1% | +8.0% | -1.2% |
| 6M | +1.7% | +9.2% | -7.5% | -3.7% |
| YTD | +18.9% | -7.5% | +26.4% | +18.2% |
| 1Y | +16.1% | -2.8% | +18.9% | +12.7% |
| 3Y | +187.8% | +21.2% | +166.6% | +135.3% |
| 5Y | +103.2% | -11.5% | +114.7% | +90.3% |
| 10Y | +288.2% | +23.7% | +264.5% | +191.6% |
| All | +288.2% | +24.7% | +263.5% | +191.6% |
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