+803.5%
JBL vs IBN
+1,532.9%
-729.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +3.0% | +1.4% | +1.6% | +2.5% |
| 30D | -8.3% | -0.3% | -7.9% | -8.2% |
| 3M | -16.9% | +17.1% | -34.0% | -21.3% |
| 6M | +21.8% | +3.4% | +18.4% | +20.3% |
| YTD | +36.3% | +2.5% | +33.8% | +34.9% |
| 1Y | +49.5% | -4.2% | +53.7% | +50.9% |
| 3Y | +170.6% | +32.4% | +138.2% | +142.4% |
| 5Y | +408.4% | +59.2% | +349.2% | +327.1% |
| 10Y | +1,450.4% | +345.7% | +1,104.7% | +778.0% |
| All | +803.5% | +1,532.9% | -729.4% | +148.2% |
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