+26.5%
IP vs JBL
+1,126.8%
-1,100.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.5% |
| 7D | -5.1% | -12.3% | +7.3% | -0.9% |
| 30D | +8.5% | -20.2% | +28.7% | +16.4% |
| 3M | -13.8% | -30.6% | +16.8% | -3.9% |
| 6M | +5.7% | -35.8% | +41.5% | +19.8% |
| YTD | -9.1% | +4.9% | -14.1% | -15.1% |
| 1Y | -0.8% | +11.3% | -12.1% | -9.7% |
| 3Y | +14.8% | +89.1% | -74.3% | -20.3% |
| 5Y | -11.5% | +272.1% | -283.6% | -56.5% |
| All | +26.5% | +1,126.8% | -1,100.3% | -61.3% |
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