+6.1%
IYR vs JBL
+390.6%
-384.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.5% |
| 7D | -2.8% | -1.0% | -1.8% | -2.7% |
| 30D | -2.5% | -15.1% | +12.5% | -0.3% |
| 3M | -3.0% | -14.0% | +11.1% | -1.4% |
| 6M | +1.6% | +20.6% | -19.0% | -3.1% |
| YTD | +7.3% | +32.9% | -25.6% | +0.2% |
| 1Y | +5.6% | +40.5% | -34.9% | -2.9% |
| 3Y | +28.1% | +183.7% | -155.6% | -3.6% |
| 5Y | +6.1% | +388.3% | -382.2% | -35.5% |
| All | +6.1% | +390.6% | -384.5% | -35.5% |
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