+2,331.5%
JCI vs ITW
+9,539.7%
-7,208.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +5.1% | -0.4% | +5.6% | +5.4% |
| 30D | -3.8% | -9.4% | +5.6% | +1.3% |
| 3M | +1.9% | +7.1% | -5.2% | -1.9% |
| 6M | +11.2% | -1.9% | +13.1% | +12.0% |
| YTD | +22.9% | +10.4% | +12.5% | +16.2% |
| 1Y | +37.4% | +3.3% | +34.1% | +34.1% |
| 3Y | +167.8% | +21.0% | +146.8% | +140.1% |
| 5Y | +115.0% | +36.3% | +78.7% | +81.3% |
| 10Y | +325.3% | +185.8% | +139.5% | +147.1% |
| All | +2,331.5% | +9,539.7% | -7,208.2% | +230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling