+28.4%
JCI vs IRE
-97.3%
+125.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.3% | +4.9% |
| 7D | -3.4% | -15.5% | +12.1% | -3.3% |
| 30D | -10.1% | -70.4% | +60.3% | -6.5% |
| 3M | -6.8% | -81.6% | +74.8% | -1.9% |
| 6M | +2.0% | -94.7% | +96.7% | +9.7% |
| YTD | +19.2% | -91.8% | +110.9% | +20.0% |
| 1Y | +16.7% | -97.6% | +114.3% | +25.8% |
| All | +28.4% | -97.3% | +125.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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