+129.6%
IEF vs JBL
+2,182.9%
-2,053.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.1% | +4.4% | -4.3% | +0.2% |
| 30D | -0.7% | -8.4% | +7.7% | -1.0% |
| 3M | -0.4% | -14.2% | +13.7% | -0.9% |
| 6M | -2.5% | +29.6% | -32.1% | -1.3% |
| YTD | -1.6% | +37.1% | -38.7% | -0.2% |
| 1Y | -1.3% | +49.5% | -50.8% | +0.6% |
| 3Y | +10.1% | +192.7% | -182.6% | +15.8% |
| 5Y | -8.3% | +411.3% | -419.7% | -0.9% |
| 10Y | +4.5% | +1,447.6% | -1,443.1% | +20.1% |
| All | +129.6% | +2,182.9% | -2,053.3% | +187.9% |
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