+1,447.0%
JBL vs IBN
+316.4%
+1,130.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -1.0% | -5.5% | +4.5% | +1.1% |
| 30D | -15.1% | -3.4% | -11.7% | -14.0% |
| 3M | -14.0% | +8.7% | -22.7% | -16.9% |
| 6M | +20.6% | +3.7% | +16.9% | +18.7% |
| YTD | +32.9% | -2.4% | +35.3% | +33.5% |
| 1Y | +40.5% | -8.1% | +48.6% | +44.0% |
| 3Y | +183.7% | +26.3% | +157.4% | +153.6% |
| 5Y | +388.3% | +54.9% | +333.4% | +300.9% |
| All | +1,447.0% | +316.4% | +1,130.6% | +850.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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