+330.8%
JCI vs IRM
+430.1%
-99.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -0.7% |
| 7D | +0.4% | -1.8% | +2.2% | +1.1% |
| 30D | -7.7% | -7.8% | 0.0% | -4.9% |
| 3M | +2.8% | -7.9% | +10.6% | +5.5% |
| 6M | +7.2% | +6.3% | +0.9% | +4.1% |
| YTD | +20.0% | +38.2% | -18.2% | +5.1% |
| 1Y | +33.3% | +19.8% | +13.4% | +22.5% |
| 3Y | +161.3% | +98.8% | +62.6% | +92.5% |
| 5Y | +108.8% | +191.8% | -83.0% | +30.9% |
| All | +330.8% | +430.1% | -99.3% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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