+35,716.0%
JBL vs IT
+5,645.5%
+30,070.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +3.1% |
| 7D | +4.4% | -9.1% | +13.5% | +7.6% |
| 30D | -8.4% | -7.0% | -1.4% | -7.0% |
| 3M | -14.2% | +7.6% | -21.8% | -19.3% |
| 6M | +29.6% | +2.1% | +27.5% | +21.6% |
| YTD | +37.1% | -31.6% | +68.7% | +45.4% |
| 1Y | +49.5% | -29.9% | +79.4% | +55.9% |
| 3Y | +192.7% | -51.3% | +243.9% | +237.5% |
| 5Y | +411.3% | -44.8% | +456.1% | +460.7% |
| 10Y | +1,447.6% | +91.4% | +1,356.3% | +971.0% |
| All | +35,716.0% | +5,645.5% | +30,070.6% | +20,925.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling