+4,162.4%
IBM vs JBL
+42,637.0%
-38,474.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -0.3% | +3.0% | -3.3% | -0.8% |
| 30D | +0.3% | -8.3% | +8.5% | +1.5% |
| 3M | -21.6% | -16.9% | -4.7% | -19.8% |
| 6M | -4.7% | +21.8% | -26.5% | -9.1% |
| YTD | -19.1% | +36.3% | -55.4% | -24.3% |
| 1Y | -2.5% | +49.5% | -52.0% | -10.6% |
| 3Y | +74.2% | +170.6% | -96.5% | +41.3% |
| 5Y | +113.1% | +408.4% | -295.2% | +53.7% |
| 10Y | +133.5% | +1,450.4% | -1,316.9% | +37.8% |
| All | +4,162.4% | +42,637.0% | -38,474.7% | +1,597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling