+325.3%
JCI vs IWD
+195.2%
+130.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.9% |
| 7D | +5.1% | -0.2% | +5.3% | +5.3% |
| 30D | -3.8% | -0.8% | -3.0% | -3.1% |
| 3M | +1.9% | +8.0% | -6.1% | -6.4% |
| 6M | +11.2% | +18.2% | -7.0% | -7.1% |
| YTD | +22.9% | +22.3% | +0.6% | -1.1% |
| 1Y | +37.4% | +28.9% | +8.5% | +4.5% |
| 3Y | +167.8% | +71.5% | +96.3% | +52.0% |
| 5Y | +115.0% | +73.6% | +41.4% | +21.6% |
| 10Y | +325.3% | +194.7% | +130.6% | +39.7% |
| All | +325.3% | +195.2% | +130.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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