+23.1%
IGV vs JBL
+409.3%
-386.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | -1.3% |
| 7D | -2.9% | +2.4% | -5.3% | -3.7% |
| 30D | -1.5% | -13.1% | +11.6% | +2.7% |
| 3M | +11.7% | -15.6% | +27.3% | +16.6% |
| 6M | +18.4% | +24.6% | -6.1% | +5.7% |
| YTD | -3.9% | +39.6% | -43.5% | -18.7% |
| 1Y | -9.7% | +48.6% | -58.3% | -26.1% |
| 3Y | +38.4% | +197.3% | -158.8% | -21.7% |
| All | +23.1% | +409.3% | -386.2% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling