+330.8%
JCI vs IT
+92.9%
+237.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +0.4% | -12.7% | +13.1% | +3.9% |
| 30D | -7.7% | -8.9% | +1.2% | -5.8% |
| 3M | +2.8% | +10.1% | -7.4% | -2.3% |
| 6M | +7.2% | +7.3% | 0.0% | +1.0% |
| YTD | +20.0% | -32.4% | +52.3% | +30.4% |
| 1Y | +33.3% | -26.6% | +59.9% | +39.4% |
| 3Y | +161.3% | -51.8% | +213.1% | +210.6% |
| 5Y | +108.8% | -45.6% | +154.4% | +131.7% |
| All | +330.8% | +92.9% | +237.9% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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