+26.6%
JBL vs IRE
-98.1%
+124.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.4% | +12.2% | -0.7% |
| 7D | +6.3% | -31.8% | +38.2% | +10.3% |
| 30D | -13.5% | -71.8% | +58.3% | -4.2% |
| 3M | -31.3% | -88.9% | +57.6% | -17.9% |
| 6M | -28.4% | -95.4% | +66.9% | -12.6% |
| YTD | +11.6% | -94.2% | +105.8% | +26.7% |
| 1Y | +26.1% | -97.1% | +123.2% | +48.3% |
| All | +26.6% | -98.1% | +124.7% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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