+98.8%
JCI vs IR
+44.3%
+54.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +1.9% |
| 7D | -9.4% | +3.7% | -13.1% | -11.2% |
| 30D | -13.4% | +7.4% | -20.8% | -16.8% |
| 3M | -12.4% | -5.9% | -6.5% | -9.6% |
| 6M | -5.1% | +5.6% | -10.7% | -8.9% |
| YTD | +13.7% | +4.8% | +8.9% | +8.3% |
| 1Y | +11.4% | +6.9% | +4.5% | +4.6% |
| 3Y | +175.9% | +27.6% | +148.3% | +117.0% |
| All | +98.8% | +44.3% | +54.5% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling