+5,546.1%
ITW vs JBL
+42,747.1%
-37,201.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -1.9% | +4.0% | -5.9% | -2.5% |
| 30D | -10.4% | -7.5% | -2.9% | -9.5% |
| 3M | +3.5% | -14.1% | +17.6% | +5.3% |
| 6M | -3.4% | +25.9% | -29.2% | -7.5% |
| YTD | +8.5% | +36.7% | -28.1% | +2.3% |
| 1Y | +3.2% | +49.0% | -45.8% | -4.3% |
| 3Y | +18.9% | +191.8% | -172.9% | -2.5% |
| 5Y | +35.0% | +409.8% | -374.7% | +1.3% |
| 10Y | +188.6% | +1,509.2% | -1,320.6% | +82.1% |
| All | +5,546.1% | +42,747.1% | -37,201.0% | +2,747.9% |
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