+1,206.8%
JBL vs IAG
+303.8%
+903.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.3% |
| 7D | +6.3% | -7.7% | +14.0% | +7.2% |
| 30D | -13.5% | +1.6% | -15.1% | -13.8% |
| 3M | -31.3% | -2.4% | -28.9% | -31.4% |
| 6M | -28.4% | -7.8% | -20.6% | -28.3% |
| YTD | +11.6% | +5.0% | +6.6% | +9.6% |
| 1Y | +26.1% | +25.7% | +0.4% | +21.6% |
| 3Y | +97.4% | +694.5% | -597.1% | +54.3% |
| 5Y | +301.0% | +421.7% | -120.7% | +214.8% |
| 10Y | +1,151.1% | +382.5% | +768.6% | +823.6% |
| All | +1,206.8% | +303.8% | +903.0% | +759.9% |
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