+168.1%
IJR vs JBL
+1,558.3%
-1,390.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -1.5% |
| 7D | -2.2% | +2.4% | -4.6% | -3.1% |
| 30D | -4.6% | -13.1% | +8.5% | +0.5% |
| 3M | +0.2% | -15.6% | +15.8% | +5.7% |
| 6M | +14.7% | +24.6% | -9.9% | +1.8% |
| YTD | +18.9% | +39.6% | -20.7% | -0.2% |
| 1Y | +19.9% | +48.6% | -28.7% | -2.9% |
| 3Y | +53.0% | +197.3% | -144.2% | -15.3% |
| 5Y | +40.9% | +413.0% | -372.1% | -42.2% |
| All | +168.1% | +1,558.3% | -1,390.2% | -34.5% |
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