+990.2%
IBKR vs JBL
+1,558.3%
-568.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.9% | +0.1% |
| 7D | -1.3% | +2.4% | -3.8% | -2.4% |
| 30D | -0.2% | -13.1% | +12.9% | +5.6% |
| 3M | +3.0% | -15.6% | +18.5% | +9.3% |
| 6M | +33.9% | +24.6% | +9.3% | +19.6% |
| YTD | +42.5% | +39.6% | +2.9% | +20.9% |
| 1Y | +44.9% | +48.6% | -3.7% | +19.1% |
| 3Y | +293.0% | +197.3% | +95.7% | +129.9% |
| 5Y | +497.7% | +413.0% | +84.7% | +165.8% |
| All | +990.2% | +1,558.3% | -568.1% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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