+55.6%
IOT vs JBL
+386.0%
-330.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.6% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | -4.7% | -15.1% | +10.4% | +1.8% |
| 3M | +17.8% | -14.0% | +31.8% | +22.5% |
| 6M | +16.8% | +20.6% | -3.8% | -1.8% |
| YTD | +8.4% | +32.9% | -24.5% | -15.3% |
| 1Y | -0.8% | +40.5% | -41.3% | -26.2% |
| 3Y | +25.7% | +183.7% | -158.0% | -49.6% |
| All | +55.6% | +386.0% | -330.4% | -65.2% |
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