+68.2%
IVV vs JBL
+270.2%
-202.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | 0.0% |
| 7D | -2.7% | -12.3% | +9.6% | +0.5% |
| 30D | -5.4% | -20.2% | +14.8% | 0.0% |
| 3M | -4.1% | -30.6% | +26.6% | +4.5% |
| 6M | +0.7% | -35.8% | +36.5% | +11.1% |
| YTD | +8.7% | +4.9% | +3.8% | +3.4% |
| 1Y | +11.0% | +11.3% | -0.3% | +3.4% |
| 3Y | +75.4% | +89.1% | -13.7% | +32.4% |
| All | +68.2% | +270.2% | -202.0% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling