+307.7%
JCI vs IR
+332.9%
-25.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +3.2% | +2.5% | +0.7% | +2.0% |
| 30D | -8.6% | +9.2% | -17.8% | -12.2% |
| 3M | -7.7% | +0.9% | -8.7% | -8.3% |
| 6M | -2.6% | +19.2% | -21.8% | -10.6% |
| YTD | +17.4% | +7.5% | +9.9% | +12.0% |
| 1Y | +16.9% | +11.7% | +5.2% | +9.4% |
| 3Y | +186.7% | +23.9% | +162.8% | +151.3% |
| 5Y | +95.4% | +46.4% | +49.0% | +57.2% |
| All | +307.7% | +332.9% | -25.1% | +127.1% |
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