+1,525.1%
JBL vs IAG
+427.6%
+1,097.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +5.0% |
| 7D | +2.4% | -1.1% | +3.5% | +2.5% |
| 30D | -13.1% | +12.1% | -25.2% | -14.3% |
| 3M | -15.6% | +25.5% | -41.1% | -17.9% |
| 6M | +24.6% | -7.1% | +31.7% | +24.4% |
| YTD | +39.6% | +22.9% | +16.7% | +35.3% |
| 1Y | +48.6% | +83.3% | -34.7% | +38.6% |
| 3Y | +197.3% | +808.5% | -611.3% | +136.0% |
| 5Y | +413.0% | +838.0% | -425.0% | +291.8% |
| All | +1,525.1% | +427.6% | +1,097.4% | +1,167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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