+233.3%
IP vs JBL
+32,425.1%
-32,191.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.6% | +4.6% | -2.5% |
| 7D | -5.0% | -17.9% | +12.9% | -1.8% |
| 30D | +6.5% | -23.6% | +30.1% | +11.3% |
| 3M | -18.0% | -30.2% | +12.1% | -13.4% |
| 6M | +10.3% | -29.9% | +40.2% | +15.9% |
| YTD | -9.9% | +3.7% | -13.6% | -12.0% |
| 1Y | -1.1% | +8.5% | -9.5% | -4.2% |
| 3Y | +13.0% | +85.1% | -72.1% | -2.4% |
| 5Y | -12.3% | +267.8% | -280.1% | -33.3% |
| 10Y | +26.8% | +1,135.9% | -1,109.1% | -21.6% |
| All | +233.3% | +32,425.1% | -32,191.8% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling