+108.1%
JCI vs IRM
+186.8%
-78.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.9% |
| 7D | +2.9% | -5.3% | +8.2% | +5.1% |
| 30D | -6.9% | -2.3% | -4.6% | -6.1% |
| 3M | -6.3% | -7.4% | +1.1% | -3.5% |
| 6M | +2.6% | -12.2% | +14.8% | +7.4% |
| YTD | +21.8% | +38.6% | -16.8% | +5.9% |
| 1Y | +19.6% | +14.9% | +4.7% | +11.9% |
| 3Y | +194.9% | +108.2% | +86.8% | +103.0% |
| 5Y | +108.1% | +183.8% | -75.7% | +23.5% |
| All | +108.1% | +186.8% | -78.7% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling