+248.9%
JCI vs ROIV
+287.3%
-38.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +4.3% |
| 7D | -3.4% | +13.3% | -16.7% | -4.7% |
| 30D | -10.1% | +14.8% | -24.9% | -11.4% |
| 3M | -6.8% | +11.9% | -18.7% | -8.1% |
| 6M | +2.0% | +42.4% | -40.4% | -2.1% |
| YTD | +19.2% | +87.4% | -68.2% | +11.0% |
| 1Y | +16.7% | +97.2% | -80.5% | +8.1% |
| 3Y | +194.3% | +375.7% | -181.4% | +150.5% |
| 5Y | +103.0% | +379.0% | -276.0% | +59.2% |
| All | +248.9% | +287.3% | -38.4% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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