+38.2%
IWM vs JBL
+410.1%
-371.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -1.1% | +4.0% | -5.1% | -2.5% |
| 30D | -3.1% | -7.5% | +4.4% | -0.9% |
| 3M | +2.2% | -14.1% | +16.3% | +6.4% |
| 6M | +15.1% | +25.9% | -10.8% | +3.8% |
| YTD | +18.6% | +36.7% | -18.1% | +3.2% |
| 1Y | +24.0% | +49.0% | -25.0% | +3.7% |
| 3Y | +63.7% | +191.8% | -128.1% | -1.6% |
| 5Y | +38.2% | +409.8% | -371.6% | -40.8% |
| All | +38.2% | +410.1% | -371.9% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling