+2.3%
IP vs JBL
+20.8%
-18.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +2.1% |
| 7D | +3.4% | -11.1% | +14.5% | +5.0% |
| 30D | +11.2% | -14.1% | +25.3% | +13.4% |
| 3M | -14.8% | -23.9% | +9.2% | -11.7% |
| 6M | +17.3% | -24.1% | +41.4% | +20.5% |
| YTD | -6.2% | +13.5% | -19.7% | -11.7% |
| 1Y | +2.3% | +23.7% | -21.4% | -5.1% |
| All | +2.3% | +20.8% | -18.5% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling