+183.0%
JBL vs IT
-51.9%
+234.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.8% |
| 7D | -1.0% | -12.7% | +11.7% | -0.5% |
| 30D | -15.1% | -8.9% | -6.2% | -14.8% |
| 3M | -14.0% | +10.1% | -24.2% | -14.7% |
| 6M | +20.6% | +7.3% | +13.4% | +19.3% |
| YTD | +32.9% | -32.4% | +65.3% | +43.4% |
| 1Y | +40.5% | -26.6% | +67.2% | +47.5% |
| All | +183.0% | -51.9% | +234.9% | +262.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling