+9.1%
IEF vs JBL
+181.3%
-172.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.8% |
| 7D | -1.2% | -1.0% | -0.2% | -1.2% |
| 30D | -1.5% | -15.1% | +13.6% | -1.5% |
| 3M | -1.7% | -14.0% | +12.4% | -1.7% |
| 6M | -3.5% | +20.6% | -24.1% | -3.3% |
| YTD | -2.6% | +32.9% | -35.5% | -2.3% |
| 1Y | -2.4% | +40.5% | -42.9% | -2.0% |
| All | +9.1% | +181.3% | -172.1% | +9.1% |
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