+99.9%
JCI vs IVZ
+35.0%
+64.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | +8.4% | +5.1% | +3.3% | +6.3% |
| 30D | -8.9% | -1.6% | -7.3% | -8.4% |
| 3M | -6.4% | -9.1% | +2.7% | -3.2% |
| 6M | +1.6% | +1.8% | -0.1% | +0.2% |
| YTD | +20.1% | +10.8% | +9.2% | +13.3% |
| 1Y | +17.2% | +19.1% | -1.9% | +7.2% |
| 3Y | +190.7% | +144.4% | +46.3% | +88.4% |
| 5Y | +99.9% | +33.6% | +66.3% | +60.0% |
| All | +99.9% | +35.0% | +64.9% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling