+197.3%
JBL vs IFF
+29.0%
+168.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.6% | +5.2% |
| 7D | +2.4% | -3.2% | +5.6% | +3.2% |
| 30D | -13.1% | -0.3% | -12.8% | -13.1% |
| 3M | -15.6% | +8.4% | -24.0% | -17.9% |
| 6M | +24.6% | +23.0% | +1.5% | +17.1% |
| YTD | +39.6% | +25.5% | +14.1% | +29.5% |
| 1Y | +48.6% | +29.1% | +19.6% | +36.4% |
| 3Y | +197.3% | +31.7% | +165.6% | +152.1% |
| All | +197.3% | +29.0% | +168.3% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling