+24.4%
JBL vs IRE
-97.7%
+122.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.8% | +14.7% | +0.6% |
| 7D | -8.1% | -41.9% | +33.8% | -4.1% |
| 30D | -18.4% | -75.1% | +56.6% | -8.6% |
| 3M | -25.8% | -82.4% | +56.6% | -15.1% |
| 6M | -29.6% | -95.5% | +65.9% | -14.3% |
| YTD | +9.6% | -93.1% | +102.7% | +22.4% |
| 1Y | +14.1% | -97.8% | +111.9% | +37.4% |
| All | +24.4% | -97.7% | +122.1% | +46.4% |
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