+303.6%
JBL vs IBN
+73.5%
+230.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +6.3% | +1.9% | +4.5% | +5.6% |
| 30D | -13.5% | +22.1% | -35.6% | -20.9% |
| 3M | -31.3% | +17.1% | -48.4% | -36.1% |
| 6M | -28.4% | +35.5% | -64.0% | -38.0% |
| YTD | +11.6% | +16.8% | -5.2% | +3.2% |
| 1Y | +26.1% | +12.4% | +13.7% | +18.6% |
| 3Y | +97.4% | +58.0% | +39.3% | +49.5% |
| All | +303.6% | +73.5% | +230.2% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling