+10.3%
IP vs JBL
-30.8%
+41.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.6% | +4.6% | -3.1% |
| 7D | -5.0% | -17.9% | +12.9% | -3.2% |
| 30D | +6.5% | -23.6% | +30.1% | +9.3% |
| 3M | -18.0% | -30.2% | +12.1% | -15.1% |
| 6M | +10.3% | -29.9% | +40.2% | +12.8% |
| All | +10.3% | -30.8% | +41.1% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling