+66.9%
IYR vs JBL
+1,558.3%
-1,491.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.3% | -0.4% |
| 7D | -1.4% | +2.4% | -3.8% | -1.9% |
| 30D | -2.7% | -13.1% | +10.4% | +0.3% |
| 3M | -2.1% | -15.6% | +13.5% | +0.9% |
| 6M | +3.6% | +24.6% | -21.0% | -4.0% |
| YTD | +8.1% | +39.6% | -31.5% | -3.2% |
| 1Y | +4.7% | +48.6% | -43.9% | -8.5% |
| 3Y | +29.1% | +197.3% | -168.1% | -12.3% |
| 5Y | +6.9% | +413.0% | -406.1% | -40.9% |
| All | +66.9% | +1,558.3% | -1,491.4% | -37.3% |
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