+110.3%
JCI vs IVZ
+61.5%
+48.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +4.1% | +1.2% | +2.9% | +3.6% |
| 30D | -3.8% | +1.8% | -5.6% | -4.6% |
| 3M | -1.6% | +15.7% | -17.4% | -7.3% |
| 6M | +9.5% | +36.3% | -26.8% | -3.6% |
| YTD | +21.7% | +24.9% | -3.2% | +10.0% |
| 1Y | +37.1% | +48.9% | -11.8% | +15.1% |
| 3Y | +165.2% | +136.8% | +28.4% | +77.0% |
| 5Y | +110.3% | +60.0% | +50.3% | +53.7% |
| All | +110.3% | +61.5% | +48.8% | +53.7% |
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