+22.6%
IP vs JBL
+1,438.9%
-1,416.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | -5.3% | +3.0% | -8.3% | -6.3% |
| 30D | -10.9% | -8.3% | -2.6% | -8.6% |
| 3M | +11.2% | -16.9% | +28.1% | +17.1% |
| 6M | -10.2% | +21.8% | -32.0% | -18.6% |
| YTD | -2.0% | +36.3% | -38.3% | -15.3% |
| 1Y | -19.1% | +49.5% | -68.6% | -33.3% |
| 3Y | +20.9% | +170.6% | -149.8% | -26.2% |
| 5Y | -17.8% | +408.4% | -426.2% | -63.5% |
| All | +22.6% | +1,438.9% | -1,416.3% | -66.4% |
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