+150.1%
IBM vs JBL
+299.0%
-148.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +1.6% | +6.3% | -4.8% | +0.7% |
| 30D | +9.2% | -13.5% | +22.7% | +11.3% |
| 3M | +4.9% | -31.3% | +36.3% | +10.1% |
| 6M | +16.8% | -28.4% | +45.2% | +21.1% |
| YTD | -14.3% | +11.6% | -25.9% | -18.5% |
| 1Y | -16.7% | +26.1% | -42.8% | -22.7% |
| 3Y | +82.2% | +97.4% | -15.1% | +51.7% |
| All | +150.1% | +299.0% | -148.9% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling