+140.8%
IEMG vs JBL
+1,558.3%
-1,417.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | -0.4% |
| 7D | -1.3% | +2.4% | -3.7% | -2.0% |
| 30D | +1.9% | -13.1% | +15.0% | +6.2% |
| 3M | +1.4% | -15.6% | +17.0% | +6.2% |
| 6M | +15.2% | +24.6% | -9.4% | +6.7% |
| YTD | +23.8% | +39.6% | -15.8% | +10.4% |
| 1Y | +30.7% | +48.6% | -18.0% | +13.5% |
| 3Y | +83.3% | +197.3% | -114.0% | +20.4% |
| 5Y | +48.8% | +413.0% | -364.2% | -22.2% |
| All | +140.8% | +1,558.3% | -1,417.5% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling