+236.1%
IP vs JBL
+32,800.8%
-32,564.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.6% |
| 7D | -5.1% | -12.3% | +7.3% | -3.0% |
| 30D | +8.5% | -20.2% | +28.7% | +12.5% |
| 3M | -13.8% | -30.6% | +16.8% | -8.8% |
| 6M | +5.7% | -35.8% | +41.5% | +12.8% |
| YTD | -9.1% | +4.9% | -14.1% | -11.4% |
| 1Y | -0.8% | +11.3% | -12.1% | -4.4% |
| 3Y | +14.8% | +89.1% | -74.3% | -1.2% |
| 5Y | -11.5% | +272.1% | -283.6% | -32.9% |
| 10Y | +27.9% | +1,150.2% | -1,122.3% | -21.1% |
| All | +236.1% | +32,800.8% | -32,564.7% | +62.2% |
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