+356.3%
IGV vs JBL
+1,478.7%
-1,122.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | +0.3% |
| 7D | -5.4% | -1.0% | -4.4% | -5.1% |
| 30D | -2.6% | -15.1% | +12.5% | +2.7% |
| 3M | +10.5% | -14.0% | +24.6% | +14.8% |
| 6M | +18.2% | +20.6% | -2.4% | +6.6% |
| YTD | -4.2% | +32.9% | -37.1% | -17.4% |
| 1Y | -9.8% | +40.5% | -50.3% | -24.5% |
| 3Y | +39.1% | +183.7% | -144.6% | -16.6% |
| 5Y | +21.2% | +388.3% | -367.1% | -43.2% |
| All | +356.3% | +1,478.7% | -1,122.4% | +37.8% |
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