+699.9%
IYR vs JBL
+796.6%
-96.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.4% | +4.4% | -4.8% | -1.3% |
| 30D | -2.5% | -8.4% | +5.9% | -1.0% |
| 3M | +1.5% | -14.2% | +15.6% | +3.7% |
| 6M | +3.9% | +29.6% | -25.7% | -3.3% |
| YTD | +9.5% | +37.1% | -27.5% | +0.4% |
| 1Y | +7.5% | +49.5% | -42.0% | -3.9% |
| 3Y | +30.8% | +192.7% | -161.9% | -2.4% |
| 5Y | +4.8% | +411.3% | -406.6% | -31.8% |
| 10Y | +64.3% | +1,447.6% | -1,383.3% | -18.4% |
| All | +699.9% | +796.6% | -96.8% | +207.0% |
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