+27.7%
JCI vs IR
+11.7%
+15.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.8% | -6.1% |
| 7D | -10.7% | +11.6% | -22.3% | -14.7% |
| 30D | -10.4% | +7.2% | -17.6% | -12.9% |
| 3M | -8.3% | -5.9% | -2.4% | -6.3% |
| 6M | -2.1% | +11.5% | -13.6% | -7.4% |
| YTD | +18.4% | +6.3% | +12.0% | +15.7% |
| 1Y | +27.7% | +9.1% | +18.6% | +23.3% |
| All | +27.7% | +11.7% | +15.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling