+413.7%
JBL vs INDA
+5.7%
+408.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.1% | +4.2% |
| 7D | +2.4% | -2.7% | +5.1% | +5.0% |
| 30D | -13.1% | -2.8% | -10.3% | -10.9% |
| 3M | -15.6% | +1.6% | -17.2% | -17.0% |
| 6M | +24.6% | -1.4% | +26.0% | +26.0% |
| YTD | +39.6% | -10.1% | +49.7% | +53.5% |
| 1Y | +48.6% | -8.8% | +57.4% | +60.8% |
| 3Y | +197.3% | +7.6% | +189.6% | +168.3% |
| All | +413.7% | +5.7% | +408.0% | +364.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling