+22.5%
JCI vs IRE
-97.2%
+119.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +39.6% | -36.9% | +0.6% |
| 7D | -9.4% | -27.2% | +17.8% | -8.7% |
| 30D | -13.4% | -75.1% | +61.7% | -9.3% |
| 3M | -12.4% | -77.9% | +65.5% | -8.5% |
| 6M | -5.1% | -94.6% | +89.4% | +1.9% |
| YTD | +13.7% | -91.5% | +105.3% | +14.4% |
| 1Y | +11.4% | -97.8% | +109.2% | +21.2% |
| All | +22.5% | -97.2% | +119.7% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling