+2,657.0%
JCI vs IT
+6,253.0%
-3,596.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +8.4% | -3.7% | +12.1% | +9.2% |
| 30D | -8.9% | -3.1% | -5.8% | -9.0% |
| 3M | -6.4% | +6.3% | -12.8% | -9.0% |
| 6M | +1.6% | +24.8% | -23.1% | -6.3% |
| YTD | +20.1% | -24.4% | +44.4% | +21.3% |
| 1Y | +17.2% | -17.1% | +34.3% | +15.9% |
| 3Y | +190.7% | -53.6% | +244.4% | +222.2% |
| 5Y | +99.9% | -42.5% | +142.4% | +109.6% |
| 10Y | +301.8% | +88.8% | +213.0% | +221.0% |
| All | +2,657.0% | +6,253.0% | -3,596.0% | +1,112.8% |
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