+143.5%
IWM vs JBL
+1,148.2%
-1,004.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.5% |
| 7D | +1.4% | +6.3% | -4.9% | -1.1% |
| 30D | +2.3% | -13.5% | +15.8% | +7.8% |
| 3M | -8.3% | -31.3% | +23.0% | +5.0% |
| 6M | -1.3% | -28.4% | +27.1% | +9.7% |
| YTD | +13.5% | +11.6% | +1.9% | +3.2% |
| 1Y | +18.4% | +26.1% | -7.7% | +1.9% |
| 3Y | +69.6% | +97.4% | -27.7% | +12.5% |
| 5Y | +23.3% | +301.0% | -277.7% | -44.3% |
| All | +143.5% | +1,148.2% | -1,004.7% | -33.3% |
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