+307.6%
JCI vs IWD
+205.2%
+102.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.0% |
| 7D | +2.9% | -0.6% | +3.5% | +3.7% |
| 30D | -6.9% | +3.6% | -10.5% | -10.5% |
| 3M | -6.3% | +2.7% | -9.0% | -9.1% |
| 6M | +2.6% | +13.2% | -10.6% | -10.4% |
| YTD | +21.8% | +26.8% | -4.9% | -5.7% |
| 1Y | +19.6% | +29.3% | -9.6% | -9.4% |
| 3Y | +194.9% | +85.1% | +109.8% | +54.2% |
| 5Y | +108.1% | +74.2% | +33.9% | +16.9% |
| 10Y | +307.6% | +204.6% | +103.0% | +35.5% |
| All | +307.6% | +205.2% | +102.4% | +35.5% |
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