+188.3%
ITW vs JBL
+1,558.3%
-1,370.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | -0.4% |
| 7D | -0.7% | +2.4% | -3.1% | -1.5% |
| 30D | -8.3% | -13.1% | +4.8% | -4.6% |
| 3M | +6.0% | -15.6% | +21.6% | +10.5% |
| 6M | 0.0% | +24.6% | -24.6% | -9.1% |
| YTD | +10.2% | +39.6% | -29.4% | -4.2% |
| 1Y | +3.2% | +48.6% | -45.4% | -13.1% |
| 3Y | +21.0% | +197.3% | -176.3% | -26.1% |
| 5Y | +37.9% | +413.0% | -375.1% | -34.9% |
| All | +188.3% | +1,558.3% | -1,370.1% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling