+1,391.6%
JBL vs INDA
+111.6%
+1,280.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.6% |
| 7D | +4.4% | -1.0% | +5.4% | +5.1% |
| 30D | -8.4% | -2.5% | -5.9% | -6.9% |
| 3M | -14.2% | +4.0% | -18.1% | -16.4% |
| 6M | +29.6% | -1.8% | +31.4% | +31.2% |
| YTD | +37.1% | -9.2% | +46.3% | +45.9% |
| 1Y | +49.5% | -7.2% | +56.7% | +56.8% |
| 3Y | +192.7% | +9.8% | +182.8% | +175.2% |
| 5Y | +411.3% | +7.5% | +403.8% | +390.1% |
| 10Y | +1,447.6% | +80.8% | +1,366.8% | +987.6% |
| All | +1,391.6% | +111.6% | +1,280.0% | +893.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling