+26.4%
JCI vs IRE
-98.1%
+124.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.4% | +12.1% | -1.5% |
| 7D | +3.2% | -31.8% | +35.0% | +5.1% |
| 30D | -8.6% | -71.8% | +63.2% | -4.3% |
| 3M | -7.7% | -88.9% | +81.2% | -0.6% |
| 6M | -2.6% | -95.4% | +92.8% | +5.8% |
| YTD | +17.4% | -94.2% | +111.6% | +20.2% |
| 1Y | +16.9% | -97.1% | +114.0% | +23.1% |
| All | +26.4% | -98.1% | +124.5% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling