+1,496.3%
JBL vs IAG
+377.5%
+1,118.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +3.0% | -0.5% | +3.6% | +3.1% |
| 30D | -8.3% | +28.9% | -37.1% | -10.9% |
| 3M | -16.9% | +19.1% | -36.0% | -18.8% |
| 6M | +21.8% | -10.3% | +32.0% | +22.2% |
| YTD | +36.3% | +24.2% | +12.1% | +31.8% |
| 1Y | +49.5% | +116.5% | -67.0% | +36.5% |
| 3Y | +170.6% | +742.8% | -572.2% | +110.0% |
| 5Y | +408.4% | +753.3% | -344.9% | +279.9% |
| 10Y | +1,450.4% | +403.2% | +1,047.2% | +1,035.0% |
| All | +1,496.3% | +377.5% | +1,118.8% | +934.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling