+639.7%
JBL vs IBN
+1,760.3%
-1,120.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +6.3% | +1.9% | +4.5% | +5.7% |
| 30D | -13.5% | +22.1% | -35.6% | -19.4% |
| 3M | -31.3% | +17.1% | -48.4% | -35.2% |
| 6M | -28.4% | +35.5% | -64.0% | -35.7% |
| YTD | +11.6% | +16.8% | -5.2% | +5.2% |
| 1Y | +26.1% | +12.4% | +13.7% | +20.5% |
| 3Y | +97.4% | +58.0% | +39.3% | +66.1% |
| 5Y | +301.0% | +73.7% | +227.3% | +226.5% |
| 10Y | +1,151.1% | +385.6% | +765.5% | +588.2% |
| All | +639.7% | +1,760.3% | -1,120.6% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling