+95.0%
JCI vs IP
-13.5%
+108.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | -8.6% | +7.9% | -16.5% | -10.8% |
| 3M | -7.7% | -15.3% | +7.6% | -3.7% |
| 6M | -2.6% | +10.5% | -13.1% | -6.8% |
| YTD | +17.4% | -9.4% | +26.7% | +17.9% |
| 1Y | +16.9% | -4.6% | +21.6% | +15.1% |
| 3Y | +186.7% | +21.2% | +165.5% | +136.3% |
| All | +95.0% | -13.5% | +108.6% | +86.6% |
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 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