+204.5%
JCI vs IWD
+728.9%
-524.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | -9.4% | -0.5% | -8.9% | -9.1% |
| 30D | -13.4% | +2.7% | -16.1% | -15.8% |
| 3M | -12.4% | +0.9% | -13.3% | -13.4% |
| 6M | -5.1% | +10.5% | -15.7% | -14.4% |
| YTD | +13.7% | +23.7% | -10.0% | -8.2% |
| 1Y | +11.4% | +28.7% | -17.3% | -13.6% |
| 3Y | +175.9% | +79.7% | +96.2% | +55.0% |
| 5Y | +98.4% | +69.7% | +28.7% | +19.2% |
| 10Y | +311.2% | +211.4% | +99.7% | +37.0% |
| All | +204.5% | +728.9% | -524.4% | -61.3% |
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