+770.9%
IWM vs JBL
+908.3%
-137.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.2% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | +1.9% | -17.0% | +18.9% | +7.2% |
| 3M | -5.7% | -27.4% | +21.7% | +2.6% |
| 6M | -0.3% | -29.1% | +28.8% | +8.4% |
| YTD | +15.8% | +13.6% | +2.2% | +8.4% |
| 1Y | +17.1% | +22.8% | -5.7% | +7.0% |
| 3Y | +73.1% | +103.0% | -29.9% | +31.4% |
| 5Y | +25.9% | +307.4% | -281.5% | -23.4% |
| 10Y | +151.9% | +1,173.9% | -1,022.0% | +8.0% |
| All | +770.9% | +908.3% | -137.4% | +153.2% |
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