+1,525.1%
JBL vs IFF
-20.3%
+1,545.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.6% | +5.3% |
| 7D | +2.4% | -3.2% | +5.6% | +3.8% |
| 30D | -13.1% | -0.3% | -12.8% | -13.2% |
| 3M | -15.6% | +8.4% | -24.0% | -19.5% |
| 6M | +24.6% | +23.0% | +1.5% | +12.2% |
| YTD | +39.6% | +25.5% | +14.1% | +23.5% |
| 1Y | +48.6% | +29.1% | +19.6% | +29.2% |
| 3Y | +197.3% | +31.7% | +165.6% | +144.9% |
| 5Y | +413.0% | -35.2% | +448.2% | +482.4% |
| All | +1,525.1% | -20.3% | +1,545.3% | +1,522.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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