+388.3%
JBL vs IAG
+796.9%
-408.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.5% |
| 7D | -1.0% | -4.1% | +3.0% | -0.5% |
| 30D | -15.1% | +10.6% | -25.7% | -16.3% |
| 3M | -14.0% | +35.4% | -49.4% | -17.9% |
| 6M | +20.6% | -9.5% | +30.2% | +20.5% |
| YTD | +32.9% | +21.8% | +11.1% | +27.9% |
| 1Y | +40.5% | +84.1% | -43.6% | +29.2% |
| 3Y | +183.7% | +817.4% | -633.6% | +115.2% |
| 5Y | +388.3% | +830.1% | -441.8% | +239.7% |
| All | +388.3% | +796.9% | -408.5% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling