+162.1%
JCI vs ITOT
+74.3%
+87.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -0.7% |
| 7D | +0.4% | -2.0% | +2.4% | +2.8% |
| 30D | -7.7% | -2.0% | -5.8% | -5.7% |
| 3M | +2.8% | +4.5% | -1.8% | -2.3% |
| 6M | +7.2% | +12.6% | -5.4% | -6.3% |
| YTD | +20.0% | +12.0% | +8.0% | +5.3% |
| 1Y | +33.3% | +17.3% | +16.0% | +10.9% |
| All | +162.1% | +74.3% | +87.8% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling