+2,307.7%
JCI vs IP
+364.8%
+1,942.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.2% |
| 7D | +3.8% | -5.3% | +9.1% | +5.7% |
| 30D | -5.7% | -10.9% | +5.2% | -2.1% |
| 3M | -1.4% | +11.2% | -12.6% | -5.8% |
| 6M | +4.1% | -10.2% | +14.4% | +6.0% |
| YTD | +21.7% | -2.0% | +23.7% | +19.5% |
| 1Y | +36.1% | -19.1% | +55.2% | +41.5% |
| 3Y | +154.4% | +20.9% | +133.6% | +122.1% |
| 5Y | +112.0% | -17.8% | +129.8% | +109.8% |
| 10Y | +322.2% | +23.5% | +298.7% | +250.9% |
| All | +2,307.7% | +364.8% | +1,942.9% | +755.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling