+304.3%
JCI vs IP
+26.3%
+278.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | -9.4% | -5.1% | -4.3% | -7.7% |
| 30D | -13.4% | +8.5% | -21.9% | -16.3% |
| 3M | -12.4% | -13.8% | +1.4% | -7.9% |
| 6M | -5.1% | +5.7% | -10.9% | -9.1% |
| YTD | +13.7% | -9.1% | +22.9% | +13.8% |
| 1Y | +11.4% | -0.8% | +12.2% | +7.1% |
| 3Y | +175.9% | +14.8% | +161.1% | +131.1% |
| 5Y | +98.4% | -11.5% | +109.9% | +85.4% |
| All | +304.3% | +26.3% | +278.1% | +202.2% |
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