+24.1%
IP vs JBL
+1,153.6%
-1,129.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | 0.0% | -8.1% | +8.1% | +2.8% |
| 30D | +9.4% | -18.4% | +27.8% | +16.5% |
| 3M | -14.1% | -25.8% | +11.7% | -6.3% |
| 6M | +9.2% | -29.6% | +38.8% | +19.9% |
| YTD | -7.5% | +9.6% | -17.2% | -14.9% |
| 1Y | -2.8% | +14.1% | -16.9% | -12.2% |
| 3Y | +21.2% | +95.9% | -74.7% | -16.7% |
| 5Y | -11.5% | +298.3% | -309.8% | -57.6% |
| All | +24.1% | +1,153.6% | -1,129.5% | -62.7% |
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