+110.3%
JCI vs IT
-45.7%
+156.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | +4.1% | -9.1% | +13.2% | +5.8% |
| 30D | -3.8% | -12.2% | +8.3% | -1.8% |
| 3M | -1.6% | +7.8% | -9.5% | -4.4% |
| 6M | +9.5% | +2.0% | +7.5% | +6.6% |
| YTD | +21.7% | -32.7% | +54.5% | +33.8% |
| 1Y | +37.1% | -31.1% | +68.2% | +48.1% |
| 3Y | +165.2% | -52.1% | +217.3% | +219.1% |
| 5Y | +110.3% | -46.3% | +156.6% | +129.4% |
| All | +110.3% | -45.7% | +156.0% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling