+16.9%
JCI vs IR
+10.2%
+6.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +3.2% | +2.5% | +0.7% | +2.1% |
| 30D | -8.6% | +9.2% | -17.8% | -11.7% |
| 3M | -7.7% | +0.9% | -8.7% | -8.3% |
| 6M | -2.6% | +19.2% | -21.8% | -10.0% |
| YTD | +17.4% | +7.5% | +9.9% | +15.2% |
| 1Y | +16.9% | +11.7% | +5.2% | +13.0% |
| All | +16.9% | +10.2% | +6.7% | +13.0% |
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