-13.6%
IP vs JBL
+299.0%
-312.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.0% |
| 7D | -0.3% | +6.3% | -6.6% | -1.8% |
| 30D | +7.9% | -13.5% | +21.4% | +11.4% |
| 3M | -15.3% | -31.3% | +16.0% | -7.9% |
| 6M | +10.5% | -28.4% | +38.9% | +17.9% |
| YTD | -9.4% | +11.6% | -21.0% | -15.3% |
| 1Y | -4.6% | +26.1% | -30.8% | -14.0% |
| 3Y | +21.2% | +97.4% | -76.1% | -8.8% |
| All | -13.6% | +299.0% | -312.6% | -54.7% |
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 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