+55.5%
JBL vs IRE
-82.8%
+138.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.2% | -9.7% | -0.4% |
| 7D | +4.4% | +58.9% | -54.5% | -0.4% |
| 30D | -8.4% | +17.2% | -25.6% | -10.7% |
| 3M | -14.2% | -58.6% | +44.5% | -12.0% |
| 6M | +29.6% | -23.5% | +53.1% | +23.1% |
| YTD | +37.1% | -47.4% | +84.5% | +29.0% |
| All | +55.5% | -82.8% | +138.3% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling