+945.1%
IGV vs JBL
+1,415.8%
-470.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.5% | +4.0% | -5.5% | -2.8% |
| 30D | -3.0% | -7.5% | +4.5% | -0.9% |
| 3M | +9.6% | -14.1% | +23.6% | +13.7% |
| 6M | +16.1% | +25.9% | -9.8% | +4.3% |
| YTD | -3.6% | +36.7% | -40.3% | -16.5% |
| 1Y | -7.8% | +49.0% | -56.8% | -23.0% |
| 3Y | +40.0% | +191.8% | -151.8% | -11.4% |
| 5Y | +21.2% | +409.8% | -388.6% | -37.3% |
| 10Y | +364.4% | +1,509.2% | -1,144.8% | +52.9% |
| All | +945.1% | +1,415.8% | -470.8% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling