+32.4%
JCI vs IRE
-82.8%
+115.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.2% | -9.3% | +0.6% |
| 7D | +5.1% | +58.9% | -53.8% | +3.3% |
| 30D | -3.8% | +17.2% | -21.0% | -4.8% |
| 3M | +1.9% | -58.6% | +60.5% | +3.0% |
| 6M | +11.2% | -23.5% | +34.7% | +7.6% |
| YTD | +22.9% | -47.4% | +70.4% | +16.4% |
| All | +32.4% | -82.8% | +115.3% | +30.9% |
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