+77.4%
IBM vs JBL
+189.2%
-111.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | +3.6% | +4.0% | -0.4% | +3.1% |
| 30D | +1.5% | -7.5% | +9.0% | +2.2% |
| 3M | -12.9% | -14.1% | +1.1% | -11.8% |
| 6M | -3.9% | +25.9% | -29.8% | -8.5% |
| YTD | -17.3% | +36.7% | -54.0% | -22.2% |
| 1Y | -5.0% | +49.0% | -54.0% | -12.0% |
| All | +77.4% | +189.2% | -111.8% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling