-2.1%
IGV vs JBL
+52.3%
-54.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -4.5% | +3.0% | -7.5% | -4.7% |
| 30D | +3.2% | -8.3% | +11.5% | +3.8% |
| 3M | +4.5% | -16.9% | +21.4% | +5.8% |
| 6M | +22.1% | +21.8% | +0.4% | +15.5% |
| YTD | -1.0% | +36.3% | -37.3% | -8.6% |
| 1Y | -2.1% | +49.5% | -51.6% | -12.3% |
| All | -2.1% | +52.3% | -54.4% | -12.3% |
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