+423.9%
JCI vs ITOT
+885.8%
-461.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | +4.1% | -0.4% | +4.4% | +4.4% |
| 30D | -3.8% | -1.6% | -2.3% | -2.4% |
| 3M | -1.6% | +3.5% | -5.2% | -4.9% |
| 6M | +9.5% | +13.1% | -3.6% | -2.9% |
| YTD | +21.7% | +12.7% | +9.0% | +8.1% |
| 1Y | +37.1% | +18.3% | +18.8% | +16.1% |
| 3Y | +165.2% | +76.4% | +88.8% | +52.9% |
| 5Y | +110.3% | +73.8% | +36.5% | +22.9% |
| 10Y | +341.0% | +301.2% | +39.8% | +12.0% |
| All | +423.9% | +885.8% | -461.9% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling