+108.8%
JCI vs ITW
+35.1%
+73.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.8% |
| 7D | +0.4% | -2.4% | +2.8% | +2.1% |
| 30D | -7.7% | -9.5% | +1.8% | -1.1% |
| 3M | +2.8% | +6.6% | -3.9% | -2.4% |
| 6M | +7.2% | -1.8% | +9.0% | +7.9% |
| YTD | +20.0% | +9.0% | +10.9% | +11.7% |
| 1Y | +33.3% | +3.6% | +29.7% | +28.2% |
| 3Y | +161.3% | +19.4% | +141.9% | +122.0% |
| 5Y | +108.8% | +36.4% | +72.4% | +52.1% |
| All | +108.8% | +35.1% | +73.7% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling