+340.5%
JCI vs ITW
+194.8%
+145.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.5% |
| 7D | +0.7% | -0.7% | +1.5% | +1.2% |
| 30D | -4.4% | -8.3% | +3.9% | +1.4% |
| 3M | +1.7% | +6.0% | -4.4% | -2.8% |
| 6M | +8.8% | 0.0% | +8.8% | +8.3% |
| YTD | +22.6% | +10.2% | +12.4% | +13.8% |
| 1Y | +36.2% | +3.2% | +33.0% | +31.7% |
| 3Y | +168.0% | +21.0% | +147.0% | +129.8% |
| 5Y | +113.5% | +37.9% | +75.5% | +65.5% |
| All | +340.5% | +194.8% | +145.6% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling