+65.4%
IEFA vs JBL
+195.4%
-130.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | +0.2% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | -1.5% | -13.1% | +11.6% | +0.6% |
| 3M | +3.4% | -15.6% | +19.0% | +5.7% |
| 6M | +9.5% | +24.6% | -15.1% | +4.9% |
| YTD | +13.0% | +39.6% | -26.6% | +6.3% |
| 1Y | +18.0% | +48.6% | -30.6% | +9.6% |
| 3Y | +65.4% | +197.3% | -131.9% | +37.0% |
| All | +65.4% | +195.4% | -130.1% | +37.0% |
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