-16.1%
IP vs JBL
+405.9%
-422.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -5.3% | +3.0% | -8.3% | -6.0% |
| 30D | -10.9% | -8.3% | -2.6% | -9.2% |
| 3M | +11.2% | -16.9% | +28.1% | +15.6% |
| 6M | -10.2% | +21.8% | -32.0% | -16.5% |
| YTD | -2.0% | +36.3% | -38.3% | -11.9% |
| 1Y | -19.1% | +49.5% | -68.6% | -29.8% |
| 3Y | +20.9% | +170.6% | -149.8% | -16.3% |
| All | -16.1% | +405.9% | -422.0% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling