+166.4%
IWM vs JBL
+1,558.3%
-1,392.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -1.6% |
| 7D | -2.4% | +2.4% | -4.8% | -3.4% |
| 30D | -4.6% | -13.1% | +8.5% | +0.6% |
| 3M | -0.3% | -15.6% | +15.3% | +5.4% |
| 6M | +14.7% | +24.6% | -9.8% | +2.0% |
| YTD | +17.8% | +39.6% | -21.8% | -0.9% |
| 1Y | +21.2% | +48.6% | -27.4% | -1.6% |
| 3Y | +62.3% | +197.3% | -134.9% | -9.8% |
| 5Y | +38.7% | +413.0% | -374.3% | -42.6% |
| All | +166.4% | +1,558.3% | -1,392.0% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling