+293.5%
JCI vs IT
+90.0%
+203.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.4% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | -8.6% | -1.8% | -6.8% | -9.2% |
| 3M | -7.7% | +4.8% | -12.6% | -10.8% |
| 6M | -2.6% | +33.0% | -35.6% | -14.3% |
| YTD | +17.4% | -23.8% | +41.2% | +21.7% |
| 1Y | +16.9% | -16.5% | +33.4% | +16.8% |
| 3Y | +186.7% | -53.6% | +240.4% | +250.0% |
| 5Y | +95.4% | -42.1% | +137.5% | +111.6% |
| All | +293.5% | +90.0% | +203.6% | +148.5% |
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