+21.2%
IP vs JBL
+100.1%
-78.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.8% |
| 7D | -0.3% | +6.3% | -6.6% | -1.5% |
| 30D | +7.9% | -13.5% | +21.4% | +10.5% |
| 3M | -15.3% | -31.3% | +16.0% | -9.7% |
| 6M | +10.5% | -28.4% | +38.9% | +16.3% |
| YTD | -9.4% | +11.6% | -21.0% | -14.0% |
| 1Y | -4.6% | +26.1% | -30.8% | -11.9% |
| 3Y | +21.2% | +97.4% | -76.1% | -1.9% |
| All | +21.2% | +100.1% | -78.9% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling