+293.5%
JCI vs IVZ
+43.7%
+249.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.6% | -3.1% |
| 7D | +3.2% | +7.6% | -4.4% | +0.4% |
| 30D | -8.6% | +4.3% | -12.9% | -10.2% |
| 3M | -7.7% | -9.3% | +1.6% | -4.5% |
| 6M | -2.6% | +5.2% | -7.8% | -5.1% |
| YTD | +17.4% | +13.4% | +3.9% | +10.1% |
| 1Y | +16.9% | +25.4% | -8.5% | +5.4% |
| 3Y | +186.7% | +152.5% | +34.3% | +91.8% |
| 5Y | +95.4% | +36.7% | +58.7% | +59.3% |
| All | +293.5% | +43.7% | +249.9% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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