+166.8%
JCI vs IR
+10.0%
+156.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.3% |
| 7D | +3.8% | -2.8% | +6.7% | +5.2% |
| 30D | -5.7% | -15.1% | +9.5% | +1.7% |
| 3M | -1.4% | +6.1% | -7.5% | -4.8% |
| 6M | +4.1% | -16.8% | +20.9% | +12.5% |
| YTD | +21.7% | -3.5% | +25.3% | +21.9% |
| 1Y | +36.1% | -3.5% | +39.6% | +35.8% |
| All | +166.8% | +10.0% | +156.8% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling