+167.8%
JCI vs IRM
+101.2%
+66.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +5.1% | +1.6% | +3.5% | +4.5% |
| 30D | -3.8% | -4.2% | +0.3% | -2.4% |
| 3M | +1.9% | -5.4% | +7.3% | +3.5% |
| 6M | +11.2% | +12.0% | -0.8% | +6.3% |
| YTD | +22.9% | +42.0% | -19.1% | +7.9% |
| 1Y | +37.4% | +29.9% | +7.5% | +23.5% |
| 3Y | +167.8% | +104.4% | +63.5% | +87.5% |
| All | +167.8% | +101.2% | +66.6% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling