+1,925.6%
JCI vs IVZ
+1,117.8%
+807.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | -5.7% | +4.0% | -9.7% | -6.9% |
| 3M | -1.4% | +18.2% | -19.6% | -6.9% |
| 6M | +4.1% | +32.8% | -28.7% | -5.7% |
| YTD | +21.7% | +28.7% | -7.0% | +10.8% |
| 1Y | +36.1% | +55.4% | -19.2% | +16.2% |
| 3Y | +154.4% | +135.2% | +19.2% | +85.3% |
| 5Y | +112.0% | +64.2% | +47.8% | +69.1% |
| 10Y | +322.2% | +64.6% | +257.6% | +207.9% |
| All | +1,925.6% | +1,117.8% | +807.8% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling