+1,148.2%
JBL vs IRM
+520.0%
+628.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +6.3% | +6.8% | -0.4% | +3.2% |
| 30D | -13.5% | +2.6% | -16.1% | -14.5% |
| 3M | -31.3% | -9.5% | -21.9% | -28.0% |
| 6M | -28.4% | -8.5% | -19.9% | -25.3% |
| YTD | +11.6% | +40.3% | -28.7% | -4.4% |
| 1Y | +26.1% | +28.7% | -2.6% | +12.2% |
| 3Y | +97.4% | +111.8% | -14.5% | +33.8% |
| 5Y | +301.0% | +189.1% | +111.9% | +130.9% |
| All | +1,148.2% | +520.0% | +628.2% | +392.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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