+2,695.4%
JCI vs IT
+6,105.9%
-3,410.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.9% |
| 7D | +3.8% | -6.0% | +9.9% | +5.1% |
| 30D | -5.7% | 0.0% | -5.7% | -6.0% |
| 3M | -1.4% | +13.1% | -14.5% | -5.5% |
| 6M | +4.1% | +11.7% | -7.6% | -1.1% |
| YTD | +21.7% | -26.1% | +47.9% | +25.2% |
| 1Y | +36.1% | -21.3% | +57.4% | +37.4% |
| 3Y | +154.4% | -46.7% | +201.2% | +175.8% |
| 5Y | +112.0% | -40.5% | +152.5% | +123.5% |
| 10Y | +322.2% | +103.9% | +218.3% | +236.2% |
| All | +2,695.4% | +6,105.9% | -3,410.4% | +1,151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling