+110.3%
JCI vs IWF
+72.9%
+37.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +4.1% | +0.5% | +3.5% | +3.7% |
| 30D | -3.8% | -1.4% | -2.5% | -2.9% |
| 3M | -1.6% | +0.4% | -2.1% | -2.1% |
| 6M | +9.5% | +8.5% | +1.1% | +2.5% |
| YTD | +21.7% | +3.7% | +18.1% | +17.7% |
| 1Y | +37.1% | +8.5% | +28.7% | +27.9% |
| 3Y | +165.2% | +78.5% | +86.6% | +69.1% |
| 5Y | +110.3% | +73.6% | +36.6% | +32.3% |
| All | +110.3% | +72.9% | +37.4% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 5y: compounded portfolio wealth divided by compounded IWF 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…
5y analysis · Full analysis span regression · 6 months rolling