-13.5%
IP vs JBL
+310.5%
-323.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -5.0% | -2.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +9.2% | -17.0% | +26.2% | +13.8% |
| 3M | -16.1% | -27.4% | +11.2% | -10.1% |
| 6M | +9.6% | -29.1% | +38.7% | +17.3% |
| YTD | -8.8% | +13.6% | -22.4% | -15.1% |
| 1Y | -5.5% | +22.8% | -28.3% | -14.1% |
| 3Y | +19.6% | +103.0% | -83.4% | -10.7% |
| 5Y | -13.5% | +307.4% | -320.8% | -54.7% |
| All | -13.5% | +310.5% | -323.9% | -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