+388.3%
JBL vs IRM
+186.9%
+201.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 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