+226.0%
JCI vs IWD
+726.5%
-500.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.6% |
| 7D | +3.8% | -0.3% | +4.1% | +4.1% |
| 30D | -5.7% | +0.6% | -6.3% | -6.3% |
| 3M | -1.4% | +7.2% | -8.6% | -8.1% |
| 6M | +4.1% | +16.2% | -12.1% | -10.3% |
| YTD | +21.7% | +23.3% | -1.6% | -1.3% |
| 1Y | +36.1% | +29.6% | +6.6% | +5.1% |
| 3Y | +154.4% | +70.5% | +84.0% | +51.0% |
| 5Y | +112.0% | +73.5% | +38.6% | +25.0% |
| 10Y | +322.2% | +198.3% | +123.9% | +47.1% |
| All | +226.0% | +726.5% | -500.5% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling