+40,884.7%
JBL vs IFF
+408.6%
+40,476.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.6% |
| 7D | -1.0% | -2.8% | +1.8% | +0.3% |
| 30D | -15.1% | -1.1% | -14.0% | -14.8% |
| 3M | -14.0% | +13.8% | -27.9% | -20.5% |
| 6M | +20.6% | +16.7% | +3.9% | +9.4% |
| YTD | +32.9% | +26.1% | +6.8% | +15.0% |
| 1Y | +40.5% | +33.5% | +7.0% | +17.5% |
| 3Y | +183.7% | +31.6% | +152.1% | +129.2% |
| 5Y | +388.3% | -34.9% | +423.2% | +443.6% |
| 10Y | +1,464.9% | -20.3% | +1,485.2% | +1,386.9% |
| All | +40,884.7% | +408.6% | +40,476.1% | +17,308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling