+1,135.5%
IJR vs JBL
+1,112.7%
+22.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.1% | +4.0% | -5.1% | -2.2% |
| 30D | -3.6% | -7.5% | +3.9% | -1.8% |
| 3M | +2.3% | -14.1% | +16.4% | +5.8% |
| 6M | +14.3% | +25.9% | -11.5% | +5.3% |
| YTD | +19.3% | +36.7% | -17.4% | +6.8% |
| 1Y | +22.6% | +49.0% | -26.4% | +6.5% |
| 3Y | +53.5% | +191.8% | -138.2% | +6.1% |
| 5Y | +39.9% | +409.8% | -369.8% | -18.3% |
| 10Y | +172.1% | +1,509.2% | -1,337.2% | +14.0% |
| All | +1,135.5% | +1,112.7% | +22.8% | +274.9% |
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 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