+93.1%
JCI vs IP
-12.5%
+105.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.5% | -5.4% |
| 7D | -16.9% | -5.0% | -12.0% | -15.8% |
| 30D | -17.2% | +6.5% | -23.7% | -18.8% |
| 3M | -14.2% | -18.0% | +3.8% | -9.7% |
| 6M | -8.7% | +10.3% | -19.0% | -12.8% |
| YTD | +10.7% | -9.9% | +20.6% | +11.4% |
| 1Y | +9.7% | -1.1% | +10.8% | +6.6% |
| 3Y | +166.9% | +13.0% | +153.9% | +128.1% |
| 5Y | +93.1% | -12.3% | +105.4% | +82.2% |
| All | +93.1% | -12.5% | +105.6% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling