+313.0%
JCI vs IR
+336.9%
-23.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -5.9% | +1.5% | -7.4% | -6.4% |
| 30D | -10.4% | +9.0% | -19.4% | -13.8% |
| 3M | -6.1% | -0.9% | -5.2% | -5.9% |
| 6M | +1.7% | +13.4% | -11.7% | -4.6% |
| YTD | +18.9% | +8.5% | +10.4% | +13.0% |
| 1Y | +16.1% | +11.3% | +4.9% | +8.9% |
| 3Y | +187.8% | +26.0% | +161.8% | +150.4% |
| 5Y | +103.2% | +47.9% | +55.4% | +62.8% |
| All | +313.0% | +336.9% | -23.9% | +129.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling