-2.5%
IBM vs JBL
+52.3%
-54.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -0.3% | +3.0% | -3.3% | -0.4% |
| 30D | +0.3% | -8.3% | +8.5% | +0.4% |
| 3M | -21.6% | -16.9% | -4.7% | -20.7% |
| 6M | -4.7% | +21.8% | -26.5% | -9.7% |
| YTD | -19.1% | +36.3% | -55.4% | -23.9% |
| 1Y | -2.5% | +49.5% | -52.0% | -9.2% |
| All | -2.5% | +52.3% | -54.8% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling