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  • JBL vs IRM✓SelectedUSD · IRMJBL vs IRM performance historyLatest closeAs of-2.75%09/10
Stock and ETF performance explorer

JBL vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+388.3%
IRM return
+186.9%
Excess return
+201.5%
Maximum drawdown
-36.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D-2.8%-2.0%-0.7%-1.8%
7D-1.0%-1.8%+0.8%-0.2%
30D-15.1%-7.8%-7.3%-11.8%
3M-14.0%-7.9%-6.2%-10.8%
6M+20.6%+6.3%+14.3%+17.6%
YTD+32.9%+38.2%-5.3%+15.3%
1Y+40.5%+19.8%+20.7%+29.0%
3Y+183.7%+98.8%+85.0%+95.7%
5Y+388.3%+191.8%+196.6%+177.6%
All+388.3%+186.9%+201.5%+177.6%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling