+738.6%
IVV vs JBL
+748.0%
-9.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.1% |
| 7D | -2.7% | -12.3% | +9.6% | +0.2% |
| 30D | -5.4% | -20.2% | +14.8% | -0.5% |
| 3M | -4.1% | -30.6% | +26.6% | +3.6% |
| 6M | +0.7% | -35.8% | +36.5% | +10.0% |
| YTD | +8.7% | +4.9% | +3.8% | +5.0% |
| 1Y | +11.0% | +11.3% | -0.3% | +5.5% |
| 3Y | +75.4% | +89.1% | -13.7% | +42.9% |
| 5Y | +68.3% | +272.1% | -203.7% | +15.3% |
| 10Y | +315.5% | +1,150.2% | -834.6% | +109.7% |
| All | +738.6% | +748.0% | -9.3% | +206.9% |
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