-7.5%
IGV vs JBL
+20.8%
-28.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.2% |
| 7D | -7.5% | -11.1% | +3.7% | -6.7% |
| 30D | -5.6% | -14.1% | +8.5% | -4.7% |
| 3M | +1.5% | -23.9% | +25.5% | +2.9% |
| 6M | +17.1% | -24.1% | +41.2% | +17.6% |
| YTD | -2.0% | +13.5% | -15.5% | -7.6% |
| 1Y | -7.5% | +23.7% | -31.2% | -15.9% |
| All | -7.5% | +20.8% | -28.3% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling