+724.9%
IWF vs JBL
+1,116.4%
-391.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.5% | +4.4% | -2.9% | +0.3% |
| 30D | -1.3% | -8.4% | +7.2% | +0.8% |
| 3M | +0.1% | -14.2% | +14.3% | +3.6% |
| 6M | +10.3% | +29.6% | -19.3% | +1.6% |
| YTD | +4.2% | +37.1% | -32.9% | -5.8% |
| 1Y | +9.3% | +49.5% | -40.2% | -4.0% |
| 3Y | +79.3% | +192.7% | -113.3% | +27.8% |
| 5Y | +73.8% | +411.3% | -337.6% | +6.2% |
| 10Y | +410.9% | +1,447.6% | -1,036.7% | +127.1% |
| All | +724.9% | +1,116.4% | -391.5% | +155.9% |
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