+303.6%
JBL vs IT
-42.2%
+345.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +6.3% | +1.1% | +5.3% | +6.2% |
| 30D | -13.5% | -1.8% | -11.6% | -13.9% |
| 3M | -31.3% | +4.8% | -36.2% | -33.0% |
| 6M | -28.4% | +33.0% | -61.4% | -35.6% |
| YTD | +11.6% | -23.8% | +35.4% | +19.5% |
| 1Y | +26.1% | -16.5% | +42.6% | +29.5% |
| 3Y | +97.4% | -53.6% | +151.0% | +159.7% |
| All | +303.6% | -42.2% | +345.9% | +346.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling