+413.7%
JBL vs IT
-42.9%
+456.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.3% | -0.2% | +4.0% |
| 7D | +2.4% | -3.7% | +6.1% | +3.1% |
| 30D | -13.1% | +0.1% | -13.2% | -13.5% |
| 3M | -15.6% | +20.7% | -36.3% | -20.6% |
| 6M | +24.6% | +12.0% | +12.6% | +17.6% |
| YTD | +39.6% | -28.8% | +68.4% | +52.9% |
| 1Y | +48.6% | -25.5% | +74.1% | +58.3% |
| 3Y | +197.3% | -48.8% | +246.0% | +259.2% |
| All | +413.7% | -42.9% | +456.7% | +445.0% |
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