+776.1%
IVV vs JBL
+1,001.5%
-225.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +0.1% | +3.0% | -2.9% | -0.6% |
| 30D | +0.1% | -8.3% | +8.3% | +1.8% |
| 3M | +2.0% | -16.9% | +18.9% | +5.7% |
| 6M | +13.0% | +21.8% | -8.7% | +6.5% |
| YTD | +13.6% | +36.3% | -22.7% | +3.8% |
| 1Y | +20.1% | +49.5% | -29.4% | +6.8% |
| 3Y | +77.6% | +170.6% | -93.0% | +33.1% |
| 5Y | +82.5% | +408.4% | -325.9% | +16.7% |
| 10Y | +316.5% | +1,450.4% | -1,133.9% | +100.6% |
| All | +776.1% | +1,001.5% | -225.4% | +203.4% |
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