+55.4%
IOT vs JBL
+410.6%
-355.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -2.3% |
| 7D | -4.5% | +2.4% | -6.9% | -5.6% |
| 30D | -2.4% | -13.1% | +10.7% | +3.1% |
| 3M | +19.0% | -15.6% | +34.6% | +25.4% |
| 6M | +19.6% | +24.6% | -4.9% | -0.6% |
| YTD | +8.3% | +39.6% | -31.3% | -17.3% |
| 1Y | -0.8% | +48.6% | -49.4% | -28.0% |
| 3Y | +24.4% | +197.3% | -172.9% | -51.1% |
| All | +55.4% | +410.6% | -355.2% | -66.0% |
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