+23.7%
JBL vs ITOT
+14.7%
+9.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.4% | -8.1% |
| 7D | -11.1% | -0.7% | -10.5% | -9.8% |
| 30D | -14.1% | -1.1% | -13.0% | -11.8% |
| 3M | -23.9% | -0.8% | -23.1% | -22.2% |
| 6M | -24.1% | +7.0% | -31.1% | -33.4% |
| YTD | +13.5% | +13.3% | +0.1% | -11.5% |
| 1Y | +23.7% | +14.8% | +8.9% | -5.4% |
| All | +23.7% | +14.7% | +9.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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