+23.7%
JBL vs IT
-17.9%
+41.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.3% | -4.6% |
| 7D | -11.1% | -5.5% | -5.7% | -11.8% |
| 30D | -14.1% | +10.3% | -24.4% | -12.4% |
| 3M | -23.9% | +11.5% | -35.5% | -22.0% |
| 6M | -24.1% | +40.3% | -64.4% | -18.3% |
| YTD | +13.5% | -17.9% | +31.4% | +17.8% |
| 1Y | +23.7% | -8.8% | +32.5% | +24.3% |
| All | +23.7% | -17.9% | +41.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling